-16.6%
TLT vs USB
+92.8%
-109.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | -0.1% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +6.2% | +5.8% | +0.3% | +6.8% |
| 3M | +0.1% | -6.0% | +6.0% | -0.6% |
| 6M | -3.0% | +7.8% | -10.7% | -2.1% |
| YTD | -2.7% | +14.6% | -17.3% | -1.1% |
| 1Y | -4.8% | +31.8% | -36.6% | -1.7% |
| 3Y | +6.9% | +91.5% | -84.6% | +16.8% |
| 5Y | -34.5% | +22.0% | -56.5% | -33.2% |
| All | -16.6% | +92.8% | -109.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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