+131.2%
TLT vs CP
+2,771.0%
-2,639.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | -0.4% | -2.7% | +2.2% | -0.7% |
| 30D | -0.6% | +0.2% | -0.7% | -0.5% |
| 3M | -2.7% | +2.6% | -5.3% | -2.4% |
| 6M | -5.6% | +6.0% | -11.6% | -4.9% |
| YTD | -2.8% | +24.9% | -27.7% | -0.2% |
| 1Y | -1.4% | +20.1% | -21.5% | +0.8% |
| 3Y | -1.6% | +16.4% | -18.0% | +0.6% |
| 5Y | -33.8% | +31.7% | -65.6% | -30.7% |
| 10Y | -21.1% | +223.9% | -245.0% | -4.5% |
| All | +131.2% | +2,771.0% | -2,639.8% | +288.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling