-34.6%
TLT vs CMS
+32.6%
-67.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.4% |
| 30D | +6.2% | +6.3% | -0.1% | +4.8% |
| 3M | -0.3% | -2.1% | +1.7% | 0.0% |
| 6M | -3.4% | -5.1% | +1.7% | -2.5% |
| YTD | -3.1% | +1.3% | -4.4% | -3.7% |
| 1Y | -5.2% | -1.4% | -3.8% | -5.3% |
| 3Y | +6.5% | +36.9% | -30.4% | -1.1% |
| All | -34.6% | +32.6% | -67.2% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling