-11.8%
TLT vs CP
+251.7%
-263.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | -1.0% | -0.7% | -0.3% | -1.1% |
| 30D | +3.7% | +9.6% | -6.0% | +4.3% |
| 3M | -0.8% | +2.2% | -3.0% | -0.6% |
| 6M | -3.6% | +11.1% | -14.7% | -2.8% |
| YTD | -3.9% | +28.2% | -32.1% | -2.1% |
| 1Y | -6.2% | +32.2% | -38.4% | -4.2% |
| 3Y | +4.2% | +35.5% | -31.4% | +7.4% |
| 5Y | -34.7% | +26.8% | -61.4% | -32.6% |
| 10Y | -11.8% | +256.9% | -268.7% | +10.3% |
| All | -11.8% | +251.7% | -263.5% | +10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling