+130.4%
TLT vs CI
+1,113.6%
-983.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.2% |
| 7D | +0.1% | -1.6% | +1.7% | 0.0% |
| 30D | +6.2% | +5.4% | +0.8% | +6.6% |
| 3M | -0.3% | +7.3% | -7.6% | +0.2% |
| 6M | -3.4% | +5.3% | -8.7% | -2.9% |
| YTD | -3.1% | +8.5% | -11.6% | -2.4% |
| 1Y | -5.2% | +17.1% | -22.3% | -3.9% |
| 3Y | +6.5% | +1.4% | +5.1% | +7.6% |
| 5Y | -34.7% | +50.5% | -85.2% | -31.5% |
| 10Y | -17.6% | +168.5% | -186.2% | -7.3% |
| All | +130.4% | +1,113.6% | -983.2% | +200.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling