-12.5%
TLT vs CI
+158.0%
-170.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | +0.1% |
| 7D | +0.3% | +0.1% | +0.1% | +0.3% |
| 30D | +5.1% | +4.7% | +0.4% | +5.4% |
| 3M | -0.2% | +5.2% | -5.4% | +0.2% |
| 6M | -2.9% | +3.8% | -6.7% | -2.6% |
| YTD | -2.7% | +9.2% | -11.9% | -1.9% |
| 1Y | -4.6% | +14.3% | -18.9% | -3.5% |
| 3Y | +6.1% | +8.4% | -2.4% | +8.0% |
| 5Y | -35.1% | +50.0% | -85.2% | -30.9% |
| 10Y | -12.5% | +142.2% | -154.7% | -1.3% |
| All | -12.5% | +158.0% | -170.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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