+32.3%
TLT vs URA
-31.1%
+63.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | -0.4% | +1.1% | -1.5% | -0.4% |
| 30D | -0.6% | +7.4% | -8.0% | -0.1% |
| 3M | -2.7% | -8.4% | +5.7% | -3.2% |
| 6M | -5.6% | -12.7% | +7.1% | -6.2% |
| YTD | -2.8% | +7.8% | -10.6% | -1.6% |
| 1Y | -1.4% | +19.5% | -20.9% | +0.9% |
| 3Y | -1.6% | +116.4% | -118.0% | +7.2% |
| 5Y | -33.8% | +134.3% | -168.1% | -25.8% |
| 10Y | -21.1% | +359.3% | -380.4% | -0.3% |
| All | +32.3% | -31.1% | +63.4% | +38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling