-33.3%
TLT vs USB
+40.0%
-73.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -0.4% | +1.4% | -1.9% | -0.4% |
| 30D | -0.6% | -1.3% | +0.7% | -0.6% |
| 3M | -2.7% | +15.2% | -18.0% | -2.7% |
| 6M | -5.6% | +18.8% | -24.5% | -5.6% |
| YTD | -2.8% | +21.0% | -23.8% | -2.8% |
| 1Y | -1.4% | +34.0% | -35.5% | -1.4% |
| 3Y | -1.6% | +95.3% | -96.9% | -1.4% |
| All | -33.3% | +40.0% | -73.3% | -36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling