-12.5%
TLT vs USFD
+368.6%
-381.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | +0.1% |
| 7D | +0.3% | +3.9% | -3.6% | +0.4% |
| 30D | +5.1% | +12.8% | -7.7% | +5.3% |
| 3M | -0.2% | +1.0% | -1.2% | -0.2% |
| 6M | -2.9% | +30.3% | -33.2% | -2.4% |
| YTD | -2.7% | +46.0% | -48.6% | -1.8% |
| 1Y | -4.6% | +49.6% | -54.2% | -3.7% |
| 3Y | +6.1% | +166.3% | -160.2% | +8.9% |
| 5Y | -35.1% | +208.4% | -243.5% | -32.9% |
| 10Y | -12.5% | +371.2% | -383.7% | -13.5% |
| All | -12.5% | +368.6% | -381.1% | -13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling