-5.6%
TLT vs CAPR
+47.4%
-53.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.3% | -7.5% | +0.8% |
| 7D | +1.0% | +43.2% | -42.2% | +0.9% |
| 30D | +6.0% | +14.7% | -8.6% | +6.0% |
| 3M | -0.9% | +113.9% | -114.8% | -0.9% |
| 6M | -2.3% | -73.4% | +71.1% | -2.2% |
| YTD | -3.3% | -69.1% | +65.8% | -3.3% |
| 1Y | -5.6% | +47.2% | -52.8% | -5.8% |
| All | -5.6% | +47.4% | -53.0% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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