-12.6%
TLT vs CNH
+106.0%
-118.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.5% |
| 7D | -3.1% | +3.0% | -6.1% | -2.9% |
| 30D | +1.0% | -0.6% | +1.6% | +1.1% |
| 3M | -2.7% | +14.6% | -17.4% | -1.8% |
| 6M | -4.1% | +11.8% | -15.9% | -3.3% |
| YTD | -5.4% | +30.4% | -35.8% | -3.4% |
| 1Y | -7.0% | +19.1% | -26.1% | -5.6% |
| 3Y | +2.8% | +30.2% | -27.3% | +6.2% |
| 5Y | -35.4% | -17.8% | -17.5% | -35.3% |
| All | -12.6% | +106.0% | -118.6% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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