-19.8%
TLT vs ICE
+215.5%
-235.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -0.3% | -0.9% | +0.6% | -0.3% |
| 30D | 0.0% | +4.0% | -4.0% | +0.1% |
| 3M | -2.9% | +11.0% | -13.8% | -2.6% |
| 6M | -6.3% | -5.0% | -1.3% | -6.3% |
| YTD | -3.3% | -2.7% | -0.6% | -3.3% |
| 1Y | -4.2% | -8.6% | +4.4% | -4.4% |
| 3Y | -1.7% | +41.4% | -43.0% | +0.4% |
| 5Y | -34.9% | +39.9% | -74.7% | -33.5% |
| 10Y | -19.8% | +214.9% | -234.7% | +1.2% |
| All | -19.8% | +215.5% | -235.3% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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