+45.3%
TLT vs SPXU
-100.0%
+145.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.6% | +0.8% | -1.4% | -0.7% |
| 3M | -2.7% | -4.7% | +2.0% | -2.6% |
| 6M | -5.6% | -29.6% | +24.0% | -3.2% |
| YTD | -2.8% | -29.9% | +27.1% | -0.3% |
| 1Y | -1.4% | -39.1% | +37.6% | +2.1% |
| 3Y | -1.6% | -80.0% | +78.4% | +10.4% |
| 5Y | -33.8% | -86.0% | +52.2% | -26.5% |
| 10Y | -21.1% | -99.5% | +78.4% | +27.6% |
| All | +45.3% | -100.0% | +145.2% | +318.8% |
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