-16.9%
TLT vs CF
+561.7%
-578.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | -3.2% | +3.3% | -0.1% |
| 30D | +6.2% | +4.3% | +1.9% | +6.5% |
| 3M | -0.3% | +2.8% | -3.2% | 0.0% |
| 6M | -3.4% | +0.6% | -4.0% | -3.0% |
| YTD | -3.1% | +56.6% | -59.8% | +0.7% |
| 1Y | -5.2% | +49.6% | -54.8% | -1.8% |
| 3Y | +6.5% | +61.5% | -55.0% | +11.7% |
| 5Y | -34.7% | +124.0% | -158.7% | -28.1% |
| All | -16.9% | +561.7% | -578.6% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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