+6.1%
TLT vs CIFR
+79.2%
-73.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | 0.0% |
| 7D | +0.3% | -0.7% | +1.0% | +0.3% |
| 30D | +5.1% | -49.6% | +54.7% | +5.2% |
| 3M | -0.2% | -60.4% | +60.2% | 0.0% |
| 6M | -2.9% | -66.9% | +63.9% | -2.7% |
| YTD | -2.7% | -53.9% | +51.2% | -2.5% |
| 1Y | -4.6% | -67.1% | +62.5% | -4.5% |
| 3Y | +6.1% | +118.3% | -112.2% | +5.4% |
| All | +6.1% | +79.2% | -73.1% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 3y: compounded portfolio wealth divided by compounded CIFR 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…
3y analysis · Full analysis span regression · 6 months rolling