-20.8%
TLT vs TRU
+144.8%
-165.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -1.6% | -9.4% | +7.8% | -1.5% |
| 30D | -1.3% | -4.1% | +2.8% | -1.3% |
| 3M | -3.7% | +13.6% | -17.3% | -3.8% |
| 6M | -6.4% | +3.6% | -9.9% | -6.4% |
| YTD | -4.5% | -9.8% | +5.3% | -4.5% |
| 1Y | -5.9% | -13.6% | +7.8% | -5.9% |
| 3Y | -2.8% | -2.0% | -0.9% | -2.9% |
| 5Y | -35.1% | -35.8% | +0.7% | -37.4% |
| All | -20.8% | +144.8% | -165.5% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling