-5.6%
TLT vs C
+27.1%
-32.7%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | +1.0% | +1.1% | -0.1% | +0.9% |
| 30D | +6.0% | -2.4% | +8.5% | +6.1% |
| 3M | -0.9% | -8.4% | +7.5% | -0.6% |
| 6M | -2.3% | +0.3% | -2.6% | -2.4% |
| YTD | -3.3% | +9.1% | -12.4% | -3.5% |
| 1Y | -5.6% | +26.0% | -31.6% | -6.5% |
| All | -5.6% | +27.1% | -32.7% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside C.
Daily Out/Under-Performance
Portfolio return minus C return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × C 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 C 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