-34.5%
TLT vs SPXU
-83.3%
+48.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.4% |
| 7D | -3.1% | -7.6% | +4.5% | -3.3% |
| 30D | +1.0% | +5.3% | -4.3% | +1.2% |
| 3M | -2.7% | +9.6% | -12.4% | -2.4% |
| 6M | -4.1% | -4.5% | +0.4% | -4.1% |
| YTD | -5.4% | -25.9% | +20.5% | -5.9% |
| 1Y | -7.0% | -28.9% | +21.9% | -7.6% |
| 3Y | +2.8% | -80.5% | +83.3% | -0.5% |
| All | -34.5% | -83.3% | +48.7% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SPXU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling