-12.6%
TLT vs USFR
+28.6%
-41.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +1.0% | +0.4% | +0.7% | +1.2% |
| 3M | -2.7% | +1.1% | -3.8% | -2.2% |
| 6M | -4.1% | +2.0% | -6.2% | -3.2% |
| YTD | -5.4% | +3.5% | -8.8% | -3.8% |
| 1Y | -7.0% | +4.1% | -11.1% | -5.2% |
| 3Y | +2.8% | +14.4% | -11.5% | +9.2% |
| 5Y | -35.4% | +21.4% | -56.8% | -29.4% |
| All | -12.6% | +28.6% | -41.1% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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