+76.2%
TLT vs CMG
+4,006.7%
-3,930.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | -0.4% | -2.8% | +2.4% | -0.5% |
| 30D | -0.6% | +7.1% | -7.7% | -0.3% |
| 3M | -2.7% | +31.2% | -33.9% | -1.8% |
| 6M | -5.6% | +0.7% | -6.3% | -5.5% |
| YTD | -2.8% | -0.1% | -2.7% | -2.6% |
| 1Y | -1.4% | -10.7% | +9.3% | -1.6% |
| 3Y | -1.6% | -4.7% | +3.1% | -1.1% |
| 5Y | -33.8% | -3.8% | -30.1% | -33.3% |
| 10Y | -21.1% | +352.5% | -373.6% | -12.9% |
| All | +76.2% | +4,006.7% | -3,930.5% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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