-34.7%
TLT vs CB
+105.3%
-140.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -1.0% |
| 30D | +3.7% | +7.3% | -3.6% | +3.8% |
| 3M | -0.8% | +7.0% | -7.8% | -0.7% |
| 6M | -3.6% | +16.3% | -19.9% | -3.3% |
| YTD | -3.9% | +19.7% | -23.7% | -3.6% |
| 1Y | -6.2% | +27.8% | -34.0% | -5.8% |
| 3Y | +4.2% | +72.0% | -67.9% | +7.1% |
| 5Y | -34.7% | +104.9% | -139.5% | -30.2% |
| All | -34.7% | +105.3% | -140.0% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling