-0.2%
TLT vs CAPR
+40.5%
-40.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.4% | -2.0% | +1.6% | -0.4% |
| 30D | -0.6% | +139.2% | -139.8% | -0.7% |
| 3M | -2.7% | -66.4% | +63.6% | -2.7% |
| 6M | -5.6% | -63.1% | +57.5% | -5.6% |
| YTD | -2.8% | -67.4% | +64.6% | -2.7% |
| 1Y | -1.4% | +58.2% | -59.7% | -1.8% |
| All | -0.2% | +40.5% | -40.7% | -2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling