-5.6%
TLT vs CP
+35.2%
-40.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.4% |
| 7D | +1.0% | +5.6% | -4.6% | +0.4% |
| 30D | +6.0% | +10.0% | -4.0% | +5.0% |
| 3M | -0.9% | +4.4% | -5.3% | -1.5% |
| 6M | -2.3% | +14.1% | -16.3% | -3.6% |
| YTD | -3.3% | +29.1% | -32.4% | -5.2% |
| 1Y | -5.6% | +34.6% | -40.2% | -7.8% |
| All | -5.6% | +35.2% | -40.8% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling