+6.5%
TLT vs USFD
+159.2%
-152.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.1% |
| 30D | +6.2% | +11.1% | -4.9% | +5.5% |
| 3M | -0.3% | -0.3% | -0.1% | -0.4% |
| 6M | -3.4% | +15.9% | -19.2% | -4.3% |
| YTD | -3.1% | +41.6% | -44.7% | -5.1% |
| 1Y | -5.2% | +49.4% | -54.6% | -7.4% |
| 3Y | +6.5% | +157.8% | -151.4% | +1.4% |
| All | +6.5% | +159.2% | -152.7% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling