+68.6%
TLT vs UUUU
-92.0%
+160.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | -1.4% | +0.9% | -0.5% |
| 30D | -0.6% | +16.3% | -16.9% | -0.2% |
| 3M | -2.7% | -16.7% | +14.0% | -3.0% |
| 6M | -5.6% | -33.7% | +28.0% | -6.3% |
| YTD | -2.8% | -0.5% | -2.3% | -2.2% |
| 1Y | -1.4% | +28.9% | -30.3% | +0.2% |
| 3Y | -1.6% | +99.9% | -101.4% | +2.2% |
| 5Y | -33.8% | +135.3% | -169.1% | -29.9% |
| 10Y | -21.1% | +518.4% | -539.5% | -10.9% |
| All | +68.6% | -92.0% | +160.6% | +96.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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