+131.2%
TLT vs CLF
+357.9%
-226.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | +0.2% |
| 7D | -0.4% | +7.6% | -8.0% | -0.1% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | -2.7% | -13.4% | +10.6% | -3.1% |
| 6M | -5.6% | +15.4% | -21.0% | -4.7% |
| YTD | -2.8% | -5.9% | +3.1% | -2.5% |
| 1Y | -1.4% | +18.8% | -20.3% | +0.2% |
| 3Y | -1.6% | -19.4% | +17.8% | -0.3% |
| 5Y | -33.8% | -47.7% | +13.9% | -33.4% |
| 10Y | -21.1% | +130.4% | -151.5% | -10.2% |
| All | +131.2% | +357.9% | -226.6% | +205.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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