+131.2%
TLT vs C
-21.4%
+152.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | C | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.1% |
| 7D | -0.4% | +3.6% | -4.1% | -0.1% |
| 30D | -0.6% | +0.1% | -0.6% | -0.5% |
| 3M | -2.7% | +2.4% | -5.2% | -2.5% |
| 6M | -5.6% | +24.9% | -30.6% | -3.7% |
| YTD | -2.8% | +19.8% | -22.6% | -1.0% |
| 1Y | -1.4% | +44.9% | -46.3% | +2.1% |
| 3Y | -1.6% | +263.0% | -264.6% | +11.4% |
| 5Y | -33.8% | +129.5% | -163.3% | -27.7% |
| 10Y | -21.1% | +291.6% | -312.8% | -6.4% |
| All | +131.2% | -21.4% | +152.6% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling