-39.4%
TLT vs U
-31.3%
-8.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.1% |
| 7D | +0.1% | +36.6% | -36.5% | -0.6% |
| 30D | +6.2% | +13.3% | -7.1% | +5.8% |
| 3M | -0.3% | +26.2% | -26.5% | -0.9% |
| 6M | -3.4% | +88.7% | -92.1% | -4.8% |
| YTD | -3.1% | +16.6% | -19.7% | -3.9% |
| 1Y | -5.2% | +29.0% | -34.2% | -6.2% |
| 3Y | +6.5% | +99.5% | -93.0% | +3.1% |
| 5Y | -34.7% | -66.1% | +31.4% | -35.4% |
| All | -39.4% | -31.3% | -8.0% | -40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling