-11.8%
TLT vs CB
+248.4%
-260.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -1.1% |
| 30D | +3.7% | +7.3% | -3.6% | +4.4% |
| 3M | -0.8% | +7.0% | -7.8% | -0.1% |
| 6M | -3.6% | +16.3% | -19.9% | -2.0% |
| YTD | -3.9% | +19.7% | -23.7% | -2.0% |
| 1Y | -6.2% | +27.8% | -34.0% | -3.7% |
| 3Y | +4.2% | +72.0% | -67.9% | +11.5% |
| 5Y | -34.7% | +104.9% | -139.5% | -27.7% |
| 10Y | -11.8% | +246.7% | -258.5% | +7.7% |
| All | -11.8% | +248.4% | -260.2% | +7.7% |
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