-34.6%
TLT vs CI
+49.9%
-84.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | 0.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.1% |
| 30D | +6.2% | +5.4% | +0.8% | +6.1% |
| 3M | -0.3% | +7.3% | -7.6% | -0.4% |
| 6M | -3.4% | +5.3% | -8.7% | -3.4% |
| YTD | -3.1% | +8.5% | -11.6% | -3.2% |
| 1Y | -5.2% | +17.1% | -22.3% | -5.4% |
| 3Y | +6.5% | +1.4% | +5.1% | +6.8% |
| All | -34.6% | +49.9% | -84.4% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling