-20.8%
TLT vs CBOE
+379.3%
-400.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -1.2% |
| 7D | -1.6% | -3.7% | +2.1% | -1.7% |
| 30D | -1.3% | +2.0% | -3.3% | -1.2% |
| 3M | -3.7% | -4.2% | +0.5% | -3.7% |
| 6M | -6.4% | +1.2% | -7.5% | -6.1% |
| YTD | -4.5% | +15.4% | -19.9% | -3.7% |
| 1Y | -5.9% | +23.5% | -29.4% | -4.8% |
| 3Y | -2.8% | +93.2% | -96.0% | +1.0% |
| 5Y | -35.1% | +142.0% | -177.0% | -31.3% |
| All | -20.8% | +379.3% | -400.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 10y: compounded portfolio wealth divided by compounded CBOE 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…
10y analysis · Full analysis span regression · 6 months rolling