-33.3%
TLT vs CB
+99.7%
-133.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.1% |
| 7D | -0.4% | +0.5% | -0.9% | -0.4% |
| 30D | -0.6% | -3.1% | +2.5% | -0.6% |
| 3M | -2.7% | +9.0% | -11.7% | -2.6% |
| 6M | -5.6% | +2.9% | -8.5% | -5.6% |
| YTD | -2.8% | +10.1% | -12.9% | -2.6% |
| 1Y | -1.4% | +22.8% | -24.2% | -1.0% |
| 3Y | -1.6% | +73.8% | -75.4% | +1.8% |
| All | -33.3% | +99.7% | -133.0% | -28.6% |
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