-20.7%
TLT vs CPB
-45.7%
+25.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.8% | -1.8% | 0.0% |
| 7D | +0.4% | -8.2% | +8.6% | +0.5% |
| 30D | -0.3% | -5.6% | +5.3% | -0.2% |
| 3M | -1.7% | +3.0% | -4.7% | -1.8% |
| 6M | -4.9% | -12.7% | +7.8% | -4.8% |
| YTD | -2.8% | -18.0% | +15.2% | -2.6% |
| 1Y | -4.2% | -31.7% | +27.5% | -3.9% |
| 3Y | -1.1% | -41.0% | +39.9% | -0.6% |
| 5Y | -33.7% | -38.4% | +4.7% | -33.0% |
| 10Y | -20.7% | -45.0% | +24.3% | -19.3% |
| All | -20.7% | -45.7% | +25.0% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CPB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling