-20.7%
TLT vs CAKE
+155.4%
-176.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | +0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -1.9% |
| 30D | -1.1% | -12.4% | +11.3% | -1.8% |
| 3M | -4.9% | +37.3% | -42.2% | -3.1% |
| 6M | -5.0% | +70.7% | -75.7% | -2.0% |
| YTD | -4.4% | +106.0% | -110.3% | -0.1% |
| 1Y | -6.4% | +79.7% | -86.0% | -3.0% |
| 3Y | -2.0% | +267.8% | -269.8% | +7.3% |
| 5Y | -35.0% | +159.9% | -194.9% | -30.1% |
| All | -20.7% | +155.4% | -176.1% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling