-34.9%
TLT vs SPXU
-85.9%
+51.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -0.3% | +1.3% | -1.5% | -0.2% |
| 30D | 0.0% | +5.1% | -5.1% | +0.1% |
| 3M | -2.9% | -9.1% | +6.3% | -3.1% |
| 6M | -6.3% | -29.6% | +23.3% | -6.9% |
| YTD | -3.3% | -27.7% | +24.3% | -4.0% |
| 1Y | -4.2% | -37.0% | +32.8% | -5.1% |
| 3Y | -1.7% | -80.2% | +78.5% | -4.8% |
| 5Y | -34.9% | -86.0% | +51.1% | -38.3% |
| All | -34.9% | -85.9% | +51.0% | -38.3% |
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