-12.3%
TLT vs CMS
+134.3%
-146.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -0.3% | +0.5% | -0.8% | -0.3% |
| 30D | +3.7% | +7.4% | -3.7% | +3.3% |
| 3M | -0.7% | +1.9% | -2.5% | -0.8% |
| 6M | -4.2% | -2.3% | -1.9% | -4.1% |
| YTD | -4.0% | +3.0% | -6.9% | -4.1% |
| 1Y | -5.8% | -2.8% | -3.1% | -5.8% |
| 3Y | +4.1% | +37.9% | -33.8% | +3.2% |
| 5Y | -34.8% | +34.0% | -68.8% | -35.1% |
| 10Y | -12.3% | +138.1% | -150.5% | -22.9% |
| All | -12.3% | +134.3% | -146.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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