-34.5%
TLT vs URA
+25.6%
-60.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.4% |
| 7D | -3.1% | -1.5% | -1.6% | -3.1% |
| 30D | +1.0% | -10.4% | +11.5% | +1.0% |
| 3M | -2.7% | -29.6% | +26.9% | -2.7% |
| 6M | -4.1% | -40.3% | +36.1% | -4.3% |
| YTD | -5.4% | -25.5% | +20.1% | -5.1% |
| 1Y | -7.0% | -26.4% | +19.4% | -6.8% |
| 3Y | +2.8% | +31.4% | -28.6% | +4.4% |
| All | -34.5% | +25.6% | -60.2% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling