+130.4%
TLT vs CB
+2,036.7%
-1,906.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.1% |
| 7D | +0.5% | +2.6% | -2.0% | +0.9% |
| 30D | +6.0% | +11.2% | -5.2% | +7.4% |
| 3M | -0.9% | +5.7% | -6.6% | -0.2% |
| 6M | -2.6% | +15.9% | -18.5% | -0.7% |
| YTD | -3.1% | +20.2% | -23.3% | -0.7% |
| 1Y | -4.4% | +32.4% | -36.8% | -0.8% |
| 3Y | +5.5% | +75.5% | -70.0% | +13.9% |
| 5Y | -34.7% | +105.5% | -140.2% | -27.5% |
| 10Y | -17.6% | +258.5% | -276.1% | +1.4% |
| All | +130.4% | +2,036.7% | -1,906.2% | +265.6% |
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 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