-4.6%
TLT vs CP
+33.1%
-37.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.2% |
| 7D | +0.3% | +2.8% | -2.5% | 0.0% |
| 30D | +5.1% | +11.3% | -6.2% | +3.9% |
| 3M | -0.2% | +2.9% | -3.0% | -0.7% |
| 6M | -2.9% | +9.8% | -12.7% | -4.0% |
| YTD | -2.7% | +28.5% | -31.2% | -4.9% |
| All | -4.6% | +33.1% | -37.7% | -7.4% |
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