-1.1%
TLT vs CLX
-34.1%
+33.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +0.4% | -3.5% | +4.0% | +0.7% |
| 30D | -0.3% | -11.9% | +11.6% | +0.8% |
| 3M | -1.7% | -2.6% | +0.9% | -1.6% |
| 6M | -4.9% | -18.2% | +13.3% | -3.4% |
| YTD | -2.8% | -5.9% | +3.1% | -2.7% |
| 1Y | -4.2% | -23.8% | +19.6% | -2.1% |
| 3Y | -1.1% | -33.6% | +32.5% | -2.8% |
| All | -1.1% | -34.1% | +33.0% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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