+128.5%
TLT vs UL
+642.4%
-513.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.1% | 0.0% |
| 7D | -1.0% | -1.7% | +0.7% | -1.2% |
| 30D | +3.7% | +4.5% | -0.8% | +4.1% |
| 3M | -0.8% | +5.5% | -6.2% | -0.3% |
| 6M | -3.6% | +17.0% | -20.6% | -2.1% |
| YTD | -3.9% | +3.2% | -7.1% | -3.5% |
| 1Y | -6.2% | -1.9% | -4.3% | -6.3% |
| 3Y | +4.2% | +33.6% | -29.4% | +7.8% |
| 5Y | -34.7% | +31.5% | -66.2% | -32.2% |
| 10Y | -11.8% | +103.9% | -115.7% | -1.0% |
| All | +128.5% | +642.4% | -513.8% | +195.6% |
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