-12.6%
TLT vs USFD
+359.9%
-372.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.1% |
| 30D | +1.0% | +10.2% | -9.1% | +1.2% |
| 3M | -2.7% | -1.5% | -1.2% | -2.8% |
| 6M | -4.1% | +27.3% | -31.5% | -3.7% |
| YTD | -5.4% | +44.0% | -49.3% | -4.6% |
| 1Y | -7.0% | +50.4% | -57.4% | -6.1% |
| 3Y | +2.8% | +153.6% | -150.7% | +5.4% |
| 5Y | -35.4% | +219.0% | -254.3% | -33.0% |
| All | -12.6% | +359.9% | -372.5% | -12.8% |
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