+130.4%
TLT vs USB
+543.6%
-413.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | 0.0% |
| 7D | +0.5% | -1.5% | +2.0% | +0.4% |
| 30D | +6.0% | +4.3% | +1.7% | +6.5% |
| 3M | -0.9% | -6.1% | +5.2% | -1.6% |
| 6M | -2.6% | +9.4% | -12.0% | -1.5% |
| YTD | -3.1% | +15.2% | -18.3% | -1.3% |
| 1Y | -4.4% | +32.8% | -37.1% | -0.9% |
| 3Y | +5.5% | +91.3% | -85.8% | +15.2% |
| 5Y | -34.7% | +22.7% | -57.4% | -32.0% |
| 10Y | -17.6% | +97.0% | -114.7% | -4.6% |
| All | +130.4% | +543.6% | -413.2% | +229.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling