+74.0%
TLT vs CAPR
-99.1%
+173.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.7% | 0.0% |
| 7D | +0.1% | +41.1% | -41.0% | +0.2% |
| 30D | +6.2% | +11.1% | -4.9% | +6.2% |
| 3M | +0.1% | +115.3% | -115.3% | +0.3% |
| 6M | -3.0% | -73.8% | +70.9% | -3.1% |
| YTD | -2.7% | -68.8% | +66.1% | -2.8% |
| 1Y | -4.8% | +43.3% | -48.2% | -4.1% |
| 3Y | +6.9% | +214.7% | -207.8% | +8.4% |
| 5Y | -34.5% | +141.3% | -175.7% | -33.4% |
| 10Y | -17.3% | -67.0% | +49.7% | -15.0% |
| All | +74.0% | -99.1% | +173.1% | +79.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling