+4.6%
TLT vs CG
+351.2%
-346.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | -4.3% | +3.9% | -0.6% |
| 30D | -0.6% | -5.1% | +4.5% | -0.7% |
| 3M | -2.7% | +8.7% | -11.4% | -2.4% |
| 6M | -5.6% | -9.2% | +3.6% | -5.9% |
| YTD | -2.8% | -18.9% | +16.1% | -3.4% |
| 1Y | -1.4% | -25.6% | +24.2% | -2.3% |
| 3Y | -1.6% | +57.3% | -58.9% | +1.3% |
| 5Y | -33.8% | +10.2% | -44.0% | -33.4% |
| 10Y | -21.1% | +364.2% | -385.4% | -7.0% |
| All | +4.6% | +351.2% | -346.6% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling