+130.4%
TLT vs CB
+1,998.7%
-1,868.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | -0.2% |
| 7D | +0.1% | +0.2% | -0.1% | +0.1% |
| 30D | +6.2% | +9.1% | -2.9% | +7.3% |
| 3M | -0.3% | +3.4% | -3.8% | +0.1% |
| 6M | -3.4% | +14.1% | -17.4% | -1.7% |
| YTD | -3.1% | +18.0% | -21.1% | -1.0% |
| 1Y | -5.2% | +30.1% | -35.4% | -1.9% |
| 3Y | +6.5% | +71.8% | -65.3% | +14.7% |
| 5Y | -34.7% | +101.8% | -136.5% | -27.7% |
| 10Y | -17.6% | +252.1% | -269.8% | +1.2% |
| All | +130.4% | +1,998.7% | -1,868.3% | +264.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling