-7.4%
TLT vs U
+19.5%
-26.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -2.7% | +2.8% | -5.5% | -2.7% |
| 30D | +2.2% | +7.6% | -5.5% | +2.0% |
| 3M | -1.7% | +12.7% | -14.4% | -2.0% |
| 6M | -4.0% | +87.0% | -90.9% | -5.1% |
| YTD | -4.9% | +13.6% | -18.6% | -5.3% |
| 1Y | -7.4% | +25.3% | -32.7% | -7.8% |
| All | -7.4% | +19.5% | -26.9% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 1y: compounded portfolio wealth divided by compounded U 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…
1y analysis · Full analysis span regression · 6 months rolling