-11.8%
TLT vs URI
+1,243.8%
-1,255.6%
-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% | +2.4% | -3.4% | -0.9% |
| 30D | +3.7% | +8.9% | -5.2% | +4.1% |
| 3M | -0.8% | +0.8% | -1.6% | -0.7% |
| 6M | -3.6% | +23.1% | -26.7% | -2.4% |
| YTD | -3.9% | +43.1% | -47.0% | -1.7% |
| 1Y | -6.2% | +35.7% | -41.9% | -4.3% |
| 3Y | +4.2% | +158.2% | -154.0% | +11.7% |
| 5Y | -34.7% | +212.6% | -247.2% | -28.2% |
| 10Y | -11.8% | +1,210.8% | -1,222.6% | +19.2% |
| All | -11.8% | +1,243.8% | -1,255.6% | +19.2% |
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