+8.1%
TLT vs USFR
+27.5%
-19.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.6% | +0.3% | -0.9% | -0.5% |
| 3M | -2.7% | +1.0% | -3.7% | -2.6% |
| 6M | -5.6% | +1.9% | -7.6% | -5.3% |
| YTD | -2.8% | +2.6% | -5.4% | -2.3% |
| 1Y | -1.4% | +4.0% | -5.4% | -0.8% |
| 3Y | -1.6% | +14.1% | -15.7% | +0.6% |
| 5Y | -33.8% | +20.4% | -54.2% | -31.8% |
| 10Y | -21.1% | +28.0% | -49.2% | -18.0% |
| All | +8.1% | +27.5% | -19.4% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling