-34.7%
TLT vs CF
+125.5%
-160.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | +0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.6% |
| 30D | +6.0% | +2.2% | +3.8% | +6.1% |
| 3M | -0.9% | +2.1% | -3.0% | -0.7% |
| 6M | -2.6% | -6.5% | +3.9% | -2.7% |
| YTD | -3.1% | +55.6% | -58.7% | -1.2% |
| 1Y | -4.4% | +42.3% | -46.7% | -2.7% |
| 3Y | +5.5% | +55.7% | -50.3% | +7.8% |
| 5Y | -34.7% | +122.4% | -157.1% | -30.0% |
| All | -34.7% | +125.5% | -160.2% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling