-34.9%
TLT vs TRU
-36.4%
+1.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.3% | -6.5% | +6.2% | +0.1% |
| 30D | 0.0% | -2.5% | +2.5% | +0.1% |
| 3M | -2.9% | +10.4% | -13.2% | -3.6% |
| 6M | -6.3% | +1.6% | -7.9% | -6.6% |
| YTD | -3.3% | -9.7% | +6.4% | -3.1% |
| 1Y | -4.2% | -17.3% | +13.0% | -3.5% |
| 3Y | -1.7% | -1.8% | +0.2% | -3.2% |
| 5Y | -34.9% | -36.2% | +1.3% | -38.1% |
| All | -34.9% | -36.4% | +1.5% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling