-6.3%
TLT vs CF
+50.2%
-56.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.1% |
| 7D | -0.3% | +4.8% | -5.0% | 0.0% |
| 30D | +3.7% | +9.7% | -6.0% | +4.4% |
| 3M | -0.7% | +1.2% | -1.9% | -0.4% |
| 6M | -4.2% | +7.4% | -11.6% | -3.4% |
| YTD | -4.0% | +60.5% | -64.5% | -1.0% |
| All | -6.3% | +50.2% | -56.4% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling