-10.0%
CRM vs TLT
-5.4%
-4.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -6.2% | +1.0% | -7.1% | -6.3% |
| 30D | -1.2% | +6.0% | -7.2% | -1.9% |
| 3M | +19.1% | -0.9% | +20.0% | +18.2% |
| 6M | +23.0% | -2.3% | +25.2% | +21.4% |
| YTD | -13.7% | -3.3% | -10.4% | -13.9% |
| 1Y | -10.0% | -5.6% | -4.4% | -12.2% |
| All | -10.0% | -5.4% | -4.6% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling