-12.5%
TLT vs CB
+246.2%
-258.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.3% | -1.5% | +1.8% | +0.1% |
| 30D | +5.1% | +6.5% | -1.4% | +5.8% |
| 3M | -0.2% | +4.1% | -4.3% | +0.2% |
| 6M | -2.9% | +14.4% | -17.3% | -1.5% |
| YTD | -2.7% | +17.5% | -20.2% | -0.9% |
| 1Y | -4.6% | +27.5% | -32.1% | -2.0% |
| 3Y | +6.1% | +71.6% | -65.5% | +13.6% |
| 5Y | -35.1% | +100.6% | -135.8% | -28.4% |
| 10Y | -12.5% | +243.0% | -255.5% | +7.0% |
| All | -12.5% | +246.2% | -258.7% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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