-19.8%
TLT vs USFR
+28.0%
-47.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.3% | +0.1% | -0.3% | -0.2% |
| 30D | 0.0% | +0.3% | -0.3% | +0.1% |
| 3M | -2.9% | +1.0% | -3.8% | -2.4% |
| 6M | -6.3% | +1.9% | -8.2% | -5.4% |
| YTD | -3.3% | +2.7% | -6.0% | -2.1% |
| 1Y | -4.2% | +4.0% | -8.2% | -2.4% |
| 3Y | -1.7% | +14.0% | -15.7% | +4.3% |
| 5Y | -34.9% | +20.4% | -55.3% | -29.1% |
| 10Y | -19.8% | +28.0% | -47.8% | -9.4% |
| All | -19.8% | +28.0% | -47.8% | -9.4% |
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