-20.7%
TLT vs CME
+282.5%
-303.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | -0.1% |
| 7D | +0.4% | -2.9% | +3.3% | +0.1% |
| 30D | -0.3% | +5.5% | -5.8% | +0.2% |
| 3M | -1.7% | +11.0% | -12.7% | -0.6% |
| 6M | -4.9% | -9.7% | +4.8% | -5.6% |
| YTD | -2.8% | +4.9% | -7.7% | -2.1% |
| 1Y | -4.2% | +10.1% | -14.3% | -3.0% |
| 3Y | -1.1% | +53.5% | -54.6% | +4.2% |
| 5Y | -33.7% | +77.2% | -110.9% | -28.4% |
| 10Y | -20.7% | +282.1% | -302.8% | +7.6% |
| All | -20.7% | +282.5% | -303.1% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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