-34.6%
TLT vs USB
+21.6%
-56.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +6.2% | +5.8% | +0.3% | +6.1% |
| 3M | -0.3% | -6.0% | +5.6% | -0.3% |
| 6M | -3.4% | +7.8% | -11.1% | -3.4% |
| YTD | -3.1% | +14.6% | -17.7% | -3.2% |
| 1Y | -5.2% | +31.8% | -37.0% | -5.3% |
| 3Y | +6.5% | +91.5% | -85.0% | +6.5% |
| All | -34.6% | +21.6% | -56.2% | -38.2% |
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