+41.4%
TLT vs SPXU
-100.0%
+141.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | -3.1% | -7.6% | +4.5% | -2.5% |
| 30D | +1.0% | +5.3% | -4.3% | +0.5% |
| 3M | -2.7% | +9.6% | -12.4% | -3.7% |
| 6M | -4.1% | -4.5% | +0.4% | -4.2% |
| YTD | -5.4% | -25.9% | +20.5% | -3.6% |
| 1Y | -7.0% | -28.9% | +21.9% | -5.0% |
| 3Y | +2.8% | -80.5% | +83.3% | +15.9% |
| 5Y | -35.4% | -83.4% | +48.0% | -29.7% |
| 10Y | -13.1% | -99.5% | +86.4% | +39.8% |
| All | +41.4% | -100.0% | +141.4% | +305.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling