-11.8%
TLT vs CL
+84.6%
-96.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.0% | -0.8% | -0.3% | -1.0% |
| 30D | +3.7% | +9.5% | -5.9% | +3.7% |
| 3M | -0.8% | +6.8% | -7.5% | -0.8% |
| 6M | -3.6% | +14.3% | -17.8% | -3.5% |
| YTD | -3.9% | +27.0% | -30.9% | -3.6% |
| 1Y | -6.2% | +26.3% | -32.5% | -5.9% |
| 3Y | +4.2% | +39.3% | -35.1% | +5.8% |
| 5Y | -34.7% | +41.5% | -76.2% | -33.4% |
| 10Y | -11.8% | +84.1% | -95.9% | -7.7% |
| All | -11.8% | +84.6% | -96.4% | -7.7% |
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