+131.2%
TLT vs CL
+489.5%
-358.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | 0.0% |
| 7D | -0.4% | -2.2% | +1.8% | -0.6% |
| 30D | -0.6% | -4.8% | +4.3% | -1.0% |
| 3M | -2.7% | +4.9% | -7.6% | -2.2% |
| 6M | -5.6% | -5.7% | +0.1% | -6.1% |
| YTD | -2.8% | +14.4% | -17.2% | -1.3% |
| 1Y | -1.4% | +8.7% | -10.2% | -0.4% |
| 3Y | -1.6% | +30.0% | -31.6% | +2.0% |
| 5Y | -33.8% | +28.4% | -62.2% | -31.3% |
| 10Y | -21.1% | +50.1% | -71.2% | -14.8% |
| All | +131.2% | +489.5% | -358.3% | +205.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling