+131.2%
TLT vs UL
+624.5%
-493.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -0.4% | -1.3% | +0.9% | -0.5% |
| 30D | -0.6% | +0.5% | -1.1% | -0.5% |
| 3M | -2.7% | +17.6% | -20.3% | -1.2% |
| 6M | -5.6% | -5.4% | -0.3% | -6.1% |
| YTD | -2.8% | +0.7% | -3.5% | -2.6% |
| 1Y | -1.4% | -9.3% | +7.8% | -2.2% |
| 3Y | -1.6% | +24.5% | -26.1% | +1.1% |
| 5Y | -33.8% | +23.2% | -57.0% | -31.8% |
| 10Y | -21.1% | +64.5% | -85.6% | -14.1% |
| All | +131.2% | +624.5% | -493.3% | +198.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling