-12.5%
TLT vs COO
+40.7%
-53.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | 0.0% |
| 7D | +0.3% | +4.3% | -4.0% | +0.2% |
| 30D | +5.1% | +17.6% | -12.5% | +5.0% |
| 3M | -0.2% | -13.9% | +13.7% | -0.1% |
| 6M | -2.9% | +6.6% | -9.5% | -3.0% |
| YTD | -2.7% | -22.0% | +19.3% | -2.7% |
| 1Y | -4.6% | -8.8% | +4.2% | -4.6% |
| 3Y | +6.1% | -21.5% | +27.6% | +6.5% |
| 5Y | -35.1% | -41.0% | +5.9% | -36.4% |
| 10Y | -12.5% | +40.9% | -53.4% | -12.2% |
| All | -12.5% | +40.7% | -53.2% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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