-12.5%
TLT vs CME
+320.1%
-332.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | +0.3% | -0.6% | +0.8% | +0.2% |
| 30D | +5.1% | +8.5% | -3.4% | +5.9% |
| 3M | -0.2% | +16.0% | -16.2% | +1.2% |
| 6M | -2.9% | +9.3% | -12.3% | -1.9% |
| YTD | -2.7% | +15.3% | -18.0% | -1.1% |
| 1Y | -4.6% | +14.4% | -19.0% | -3.1% |
| 3Y | +6.1% | +59.9% | -53.8% | +11.9% |
| 5Y | -35.1% | +69.4% | -104.6% | -30.9% |
| 10Y | -12.5% | +299.5% | -312.0% | +13.5% |
| All | -12.5% | +320.1% | -332.6% | +13.5% |
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