+115.0%
TLT vs CME
+7,469.3%
-7,354.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.1% |
| 7D | -0.4% | -1.6% | +1.1% | -0.6% |
| 30D | -0.6% | +6.2% | -6.8% | 0.0% |
| 3M | -2.7% | +10.4% | -13.2% | -1.7% |
| 6M | -5.6% | -9.5% | +3.9% | -6.4% |
| YTD | -2.8% | +6.0% | -8.8% | -2.0% |
| 1Y | -1.4% | +9.3% | -10.7% | -0.3% |
| 3Y | -1.6% | +57.7% | -59.2% | +3.6% |
| 5Y | -33.8% | +77.7% | -111.5% | -29.1% |
| 10Y | -21.1% | +281.2% | -302.4% | -6.6% |
| All | +115.0% | +7,469.3% | -7,354.3% | +211.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling