-16.6%
TLT vs URA
+278.3%
-294.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.1% |
| 7D | +0.1% | -4.1% | +4.2% | 0.0% |
| 30D | +6.2% | -19.0% | +25.2% | +5.5% |
| 3M | +0.1% | -25.1% | +25.2% | -0.7% |
| 6M | -3.0% | -44.5% | +41.5% | -4.7% |
| YTD | -2.7% | -24.3% | +21.6% | -3.0% |
| 1Y | -4.8% | -28.1% | +23.3% | -5.3% |
| 3Y | +6.9% | +40.7% | -33.8% | +10.8% |
| 5Y | -34.5% | +35.5% | -69.9% | -31.6% |
| All | -16.6% | +278.3% | -294.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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