-12.5%
TLT vs CNH
+134.0%
-146.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.9% | -10.9% | +0.6% |
| 7D | +0.3% | +8.6% | -8.3% | +0.7% |
| 30D | +5.1% | +12.6% | -7.5% | +5.8% |
| 3M | -0.2% | +17.5% | -17.7% | +0.8% |
| 6M | -2.9% | +18.1% | -21.0% | -1.8% |
| YTD | -2.7% | +40.4% | -43.1% | -0.3% |
| 1Y | -4.6% | +34.0% | -38.6% | -2.5% |
| 3Y | +6.1% | +35.3% | -29.2% | +9.6% |
| 5Y | -35.1% | -5.1% | -30.0% | -34.3% |
| 10Y | -12.5% | +124.0% | -136.5% | -2.9% |
| All | -12.5% | +134.0% | -146.4% | -2.9% |
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