-5.5%
TLT vs TRU
+243.2%
-248.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.5% |
| 7D | -2.7% | -2.2% | -0.5% | -2.7% |
| 30D | +2.2% | +20.2% | -18.0% | +2.2% |
| 3M | -1.7% | +2.2% | -4.0% | -1.8% |
| 6M | -4.0% | +17.6% | -21.5% | -3.9% |
| YTD | -4.9% | -5.0% | 0.0% | -5.1% |
| 1Y | -7.4% | -1.0% | -6.4% | -7.4% |
| 3Y | +3.0% | +56.5% | -53.5% | +4.9% |
| 5Y | -35.1% | -26.2% | -8.9% | -37.0% |
| 10Y | -12.7% | +184.5% | -197.2% | -2.1% |
| All | -5.5% | +243.2% | -248.6% | +8.9% |
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