-19.8%
TLT vs UL
+65.2%
-85.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -0.3% | -3.2% | +3.0% | -0.3% |
| 30D | 0.0% | -0.6% | +0.6% | 0.0% |
| 3M | -2.9% | +9.4% | -12.3% | -2.8% |
| 6M | -6.3% | -4.1% | -2.1% | -6.3% |
| YTD | -3.3% | -2.0% | -1.4% | -3.4% |
| 1Y | -4.2% | -9.0% | +4.8% | -4.3% |
| 3Y | -1.7% | +21.8% | -23.5% | -0.7% |
| 5Y | -34.9% | +20.6% | -55.5% | -34.2% |
| 10Y | -19.8% | +67.7% | -87.5% | -19.1% |
| All | -19.8% | +65.2% | -85.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling