+131.2%
TLT vs CMS
+1,685.3%
-1,554.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | -0.6% | -3.6% | +3.0% | -0.7% |
| 3M | -2.7% | -1.9% | -0.8% | -2.8% |
| 6M | -5.6% | -11.0% | +5.3% | -6.1% |
| YTD | -2.8% | +0.2% | -3.0% | -2.7% |
| 1Y | -1.4% | -1.3% | -0.1% | -1.4% |
| 3Y | -1.6% | +35.9% | -37.5% | +0.1% |
| 5Y | -33.8% | +23.1% | -56.9% | -33.0% |
| 10Y | -21.1% | +117.9% | -139.1% | -16.2% |
| All | +131.2% | +1,685.3% | -1,554.0% | +192.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling