-35.1%
TLT vs C
+112.9%
-148.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.7% | +4.7% | -7.4% | -2.7% |
| 30D | +2.2% | +0.2% | +2.0% | +2.1% |
| 3M | -1.7% | -9.3% | +7.6% | -1.7% |
| 6M | -4.0% | -0.8% | -3.1% | -3.9% |
| YTD | -4.9% | +8.5% | -13.5% | -4.9% |
| 1Y | -7.4% | +23.1% | -30.5% | -7.2% |
| 3Y | +3.0% | +220.8% | -217.7% | +4.4% |
| 5Y | -35.1% | +112.4% | -147.5% | -41.2% |
| All | -35.1% | +112.9% | -148.0% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling