-12.6%
TLT vs CL
+88.0%
-100.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.1% |
| 30D | +1.0% | +8.0% | -7.0% | +1.1% |
| 3M | -2.7% | +7.9% | -10.6% | -2.7% |
| 6M | -4.1% | +14.7% | -18.9% | -4.1% |
| YTD | -5.4% | +29.2% | -34.5% | -5.0% |
| 1Y | -7.0% | +29.5% | -36.5% | -6.7% |
| 3Y | +2.8% | +40.7% | -37.8% | +4.4% |
| 5Y | -35.4% | +43.9% | -79.2% | -34.1% |
| All | -12.6% | +88.0% | -100.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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