-11.4%
TLT vs URI
+1,246.1%
-1,257.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.1% | +0.2% |
| 7D | -1.0% | +2.6% | -3.6% | -0.9% |
| 30D | +4.1% | +9.1% | -5.0% | +4.6% |
| 3M | -0.4% | +1.0% | -1.3% | -0.2% |
| 6M | -3.2% | +23.3% | -26.5% | -2.0% |
| YTD | -3.5% | +43.3% | -46.8% | -1.3% |
| 1Y | -5.8% | +35.9% | -41.8% | -3.9% |
| 3Y | +4.6% | +158.6% | -154.1% | +12.2% |
| 5Y | -34.4% | +213.1% | -247.5% | -27.9% |
| 10Y | -11.4% | +1,213.1% | -1,224.5% | +19.7% |
| All | -11.4% | +1,246.1% | -1,257.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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