-12.6%
TLT vs CG
+278.5%
-291.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +1.0% | +11.2% | -10.1% | +1.2% |
| 3M | -2.7% | -22.1% | +19.4% | -3.1% |
| 6M | -4.1% | -17.9% | +13.8% | -4.4% |
| YTD | -5.4% | -31.3% | +25.9% | -5.9% |
| 1Y | -7.0% | -24.0% | +17.0% | -7.3% |
| 3Y | +2.8% | +45.0% | -42.1% | +4.9% |
| 5Y | -35.4% | -22.6% | -12.7% | -37.2% |
| All | -12.6% | +278.5% | -291.0% | +1.2% |
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