-1.1%
TLT vs TRU
-1.9%
+0.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.2% |
| 7D | +0.4% | -7.2% | +7.6% | +0.9% |
| 30D | -0.3% | -2.8% | +2.5% | -0.1% |
| 3M | -1.7% | +13.0% | -14.7% | -2.6% |
| 6M | -4.9% | +0.7% | -5.6% | -5.2% |
| YTD | -2.8% | -9.0% | +6.2% | -2.6% |
| 1Y | -4.2% | -16.3% | +12.1% | -3.5% |
| 3Y | -1.1% | -1.1% | 0.0% | +1.4% |
| All | -1.1% | -1.9% | +0.8% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling