+238.9%
CRM vs TLT
-20.5%
+259.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +2.0% |
| 7D | -4.4% | -1.6% | -2.8% | -4.7% |
| 30D | +28.1% | -1.1% | +29.3% | +27.9% |
| 3M | +48.8% | -4.9% | +53.7% | +47.6% |
| 6M | +28.3% | -5.0% | +33.3% | +27.1% |
| YTD | -6.0% | -4.4% | -1.6% | -6.7% |
| 1Y | +1.4% | -6.4% | +7.8% | +0.4% |
| 3Y | +11.8% | -2.0% | +13.8% | +11.7% |
| 5Y | -2.0% | -35.0% | +33.0% | -16.4% |
| All | +238.9% | -20.5% | +259.4% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling