-15.6%
TLT vs USFD
+340.6%
-356.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +0.5% | +3.9% | -3.4% | +0.6% |
| 30D | +6.0% | +10.7% | -4.7% | +6.2% |
| 3M | -0.9% | +6.3% | -7.2% | -0.8% |
| 6M | -2.6% | +16.2% | -18.8% | -2.3% |
| YTD | -3.1% | +41.9% | -45.0% | -2.3% |
| 1Y | -4.4% | +44.2% | -48.6% | -3.6% |
| 3Y | +5.5% | +159.8% | -154.3% | +8.2% |
| 5Y | -34.7% | +177.1% | -211.8% | -32.7% |
| 10Y | -17.6% | +376.2% | -393.8% | -17.9% |
| All | -15.6% | +340.6% | -356.2% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling