-39.2%
TLT vs U
-44.5%
+5.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -0.4% | -3.8% | +3.4% | -0.3% |
| 30D | -0.6% | +17.5% | -18.0% | -0.9% |
| 3M | -2.7% | +38.7% | -41.5% | -3.5% |
| 6M | -5.6% | +104.4% | -110.0% | -7.2% |
| YTD | -2.8% | -5.7% | +2.9% | -3.0% |
| 1Y | -1.4% | +3.7% | -5.1% | -2.1% |
| 3Y | -1.6% | +12.3% | -13.9% | -3.5% |
| 5Y | -33.8% | -68.8% | +35.0% | -34.5% |
| All | -39.2% | -44.5% | +5.3% | -40.2% |
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