-12.3%
TLT vs CG
+308.6%
-320.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -0.3% | +2.0% | -2.2% | -0.2% |
| 30D | +3.7% | +8.5% | -4.8% | +3.8% |
| 3M | -0.7% | -12.1% | +11.5% | -0.9% |
| 6M | -4.2% | -16.4% | +12.2% | -4.4% |
| YTD | -4.0% | -28.0% | +24.0% | -4.5% |
| 1Y | -5.8% | -18.9% | +13.1% | -6.1% |
| 3Y | +4.1% | +51.2% | -47.1% | +6.3% |
| 5Y | -34.8% | -15.9% | -18.9% | -36.3% |
| 10Y | -12.3% | +305.9% | -318.3% | +2.6% |
| All | -12.3% | +308.6% | -320.9% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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