-7.0%
TLT vs USFD
+49.2%
-56.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.1% | +1.7% | -4.8% | -3.2% |
| 30D | +1.0% | +10.2% | -9.1% | +0.3% |
| 3M | -2.7% | -1.5% | -1.2% | -2.9% |
| 6M | -4.1% | +27.3% | -31.5% | -5.9% |
| YTD | -5.4% | +44.0% | -49.3% | -7.9% |
| 1Y | -7.0% | +50.4% | -57.4% | -10.0% |
| All | -7.0% | +49.2% | -56.2% | -10.0% |
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