+131.2%
TLT vs CB
+1,858.0%
-1,726.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -2.7% | +9.0% | -11.7% | -1.6% |
| 6M | -5.6% | +2.9% | -8.5% | -5.2% |
| YTD | -2.8% | +10.1% | -12.9% | -1.5% |
| 1Y | -1.4% | +22.8% | -24.2% | +1.3% |
| 3Y | -1.6% | +73.8% | -75.4% | +6.2% |
| 5Y | -33.8% | +99.2% | -133.0% | -26.7% |
| 10Y | -21.1% | +218.2% | -239.4% | -4.4% |
| All | +131.2% | +1,858.0% | -1,726.8% | +262.9% |
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