-15.3%
TLT vs USFD
+329.0%
-344.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.2% |
| 7D | -0.4% | -3.0% | +2.6% | -0.5% |
| 30D | -0.6% | +3.5% | -4.1% | -0.5% |
| 3M | -2.7% | +26.6% | -29.3% | -2.3% |
| 6M | -5.6% | +11.7% | -17.3% | -5.4% |
| YTD | -2.8% | +38.1% | -40.9% | -2.1% |
| 1Y | -1.4% | +33.4% | -34.8% | -0.8% |
| 3Y | -1.6% | +155.8% | -157.4% | +0.9% |
| 5Y | -33.8% | +214.0% | -247.9% | -31.4% |
| 10Y | -21.1% | +320.4% | -341.5% | -21.2% |
| All | -15.3% | +329.0% | -344.3% | -15.5% |
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 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