-19.8%
TLT vs CG
+324.5%
-344.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | -0.6% |
| 7D | -0.3% | -6.4% | +6.2% | -0.4% |
| 30D | 0.0% | -7.1% | +7.0% | -0.1% |
| 3M | -2.9% | -1.6% | -1.3% | -2.8% |
| 6M | -6.3% | -8.3% | +2.1% | -6.3% |
| YTD | -3.3% | -23.8% | +20.5% | -3.8% |
| 1Y | -4.2% | -28.7% | +24.5% | -4.7% |
| 3Y | -1.7% | +49.2% | -50.8% | +0.1% |
| 5Y | -34.9% | +5.5% | -40.4% | -35.2% |
| 10Y | -19.8% | +331.2% | -351.0% | -8.7% |
| All | -19.8% | +324.5% | -344.3% | -8.7% |
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