-35.1%
TLT vs CP
+27.5%
-62.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -2.7% | +0.9% | -3.6% | -2.8% |
| 30D | +2.2% | +10.3% | -8.2% | +1.5% |
| 3M | -1.7% | +2.3% | -4.0% | -1.9% |
| 6M | -4.0% | +10.7% | -14.7% | -4.6% |
| YTD | -4.9% | +29.3% | -34.3% | -6.4% |
| 1Y | -7.4% | +31.5% | -38.8% | -8.9% |
| 3Y | +3.0% | +36.7% | -33.7% | +1.3% |
| 5Y | -35.1% | +26.8% | -61.9% | -36.8% |
| All | -35.1% | +27.5% | -62.6% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling