-11.4%
TLT vs C
+218.7%
-230.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.5% | +0.2% |
| 7D | -1.0% | -0.4% | -0.6% | -1.1% |
| 30D | +4.1% | -5.3% | +9.4% | +3.6% |
| 3M | -0.4% | -8.0% | +7.7% | -1.1% |
| 6M | -3.2% | -0.3% | -2.9% | -3.0% |
| YTD | -3.5% | +8.6% | -12.2% | -2.3% |
| 1Y | -5.8% | +25.8% | -31.6% | -3.0% |
| 3Y | +4.6% | +221.2% | -216.6% | +22.1% |
| 5Y | -34.4% | +113.6% | -147.9% | -27.6% |
| 10Y | -11.4% | +218.3% | -229.7% | +12.7% |
| All | -11.4% | +218.7% | -230.2% | +12.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling