-16.9%
TLT vs URI
+1,374.0%
-1,390.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | +0.1% | -9.8% | +9.9% | -0.4% |
| 30D | +6.2% | +1.7% | +4.4% | +6.3% |
| 3M | -0.3% | -9.1% | +8.7% | -0.8% |
| 6M | -3.4% | +9.9% | -13.2% | -2.7% |
| YTD | -3.1% | +31.2% | -34.3% | -1.2% |
| 1Y | -5.2% | +25.9% | -31.2% | -3.6% |
| 3Y | +6.5% | +147.4% | -140.9% | +14.6% |
| 5Y | -34.7% | +179.7% | -214.5% | -28.4% |
| All | -16.9% | +1,374.0% | -1,390.9% | +23.1% |
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