+9.7%
CRM vs TLT
-2.1%
+11.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -8.1% | -1.6% | -6.5% | -8.0% |
| 30D | +23.1% | -1.3% | +24.4% | +23.2% |
| 3M | +42.5% | -3.7% | +46.3% | +42.8% |
| 6M | +25.3% | -6.4% | +31.7% | +25.7% |
| YTD | -7.8% | -4.5% | -3.3% | -7.6% |
| 1Y | +1.0% | -5.9% | +6.9% | +1.4% |
| All | +9.7% | -2.1% | +11.8% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling