-5.6%
TLT vs CAKE
+147.7%
-153.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.7% | -3.9% | +0.7% |
| 7D | +1.0% | +9.1% | -8.2% | +0.8% |
| 30D | +6.0% | +5.8% | +0.2% | +5.9% |
| 3M | -0.9% | +9.3% | -10.2% | -1.1% |
| 6M | -2.3% | +96.1% | -98.4% | -4.1% |
| YTD | -3.3% | +131.4% | -134.7% | -5.3% |
| 1Y | -5.6% | +146.1% | -151.7% | -7.8% |
| All | -5.6% | +147.7% | -153.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAKE.
Daily Out/Under-Performance
Portfolio return minus CAKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAKE 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 CAKE 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