-5.6%
TLT vs USFD
+49.6%
-55.2%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.7% | +0.2% |
| 7D | +1.0% | +7.8% | -6.9% | +0.4% |
| 30D | +6.0% | +16.2% | -10.1% | +5.0% |
| 3M | -0.9% | +11.0% | -11.9% | -1.6% |
| 6M | -2.3% | +20.7% | -23.0% | -3.5% |
| YTD | -3.3% | +46.0% | -49.3% | -5.2% |
| 1Y | -5.6% | +49.8% | -55.4% | -7.5% |
| All | -5.6% | +49.6% | -55.2% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling