-33.7%
TLT vs UL
+22.5%
-56.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | +0.4% | -1.3% | +1.7% | +0.5% |
| 30D | -0.3% | +0.9% | -1.2% | -0.4% |
| 3M | -1.7% | +14.2% | -16.0% | -3.1% |
| 6M | -4.9% | -3.2% | -1.7% | -4.7% |
| YTD | -2.8% | -0.3% | -2.5% | -2.9% |
| 1Y | -4.2% | -8.8% | +4.6% | -3.5% |
| 3Y | -1.1% | +23.9% | -25.0% | -2.9% |
| 5Y | -33.7% | +21.4% | -55.1% | -34.3% |
| All | -33.7% | +22.5% | -56.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling