-12.6%
TLT vs CP
+257.3%
-269.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.5% |
| 7D | -3.1% | +2.1% | -5.2% | -3.0% |
| 30D | +1.0% | +9.3% | -8.3% | +1.6% |
| 3M | -2.7% | +0.5% | -3.2% | -2.7% |
| 6M | -4.1% | +10.4% | -14.6% | -3.5% |
| YTD | -5.4% | +28.7% | -34.0% | -3.5% |
| 1Y | -7.0% | +33.2% | -40.2% | -4.9% |
| 3Y | +2.8% | +38.4% | -35.6% | +6.3% |
| 5Y | -35.4% | +26.2% | -61.6% | -33.4% |
| All | -12.6% | +257.3% | -269.9% | +9.7% |
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