-3.3%
TLT vs TRU
+238.0%
-241.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.2% |
| 7D | -0.4% | -6.8% | +6.3% | -0.4% |
| 30D | -0.6% | 0.0% | -0.6% | -0.6% |
| 3M | -2.7% | +13.3% | -16.0% | -2.7% |
| 6M | -5.6% | +3.4% | -9.1% | -5.6% |
| YTD | -2.8% | -6.4% | +3.6% | -2.8% |
| 1Y | -1.4% | -9.7% | +8.3% | -1.5% |
| 3Y | -1.6% | +0.1% | -1.7% | -1.5% |
| 5Y | -33.8% | -34.0% | +0.2% | -36.2% |
| 10Y | -21.1% | +147.9% | -169.0% | -12.7% |
| All | -3.3% | +238.0% | -241.3% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling