-5.9%
TLT vs ICE
-9.0%
+3.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.1% |
| 7D | -1.6% | -5.3% | +3.8% | -1.3% |
| 30D | -1.3% | +3.0% | -4.4% | -1.5% |
| 3M | -3.7% | +11.4% | -15.2% | -4.1% |
| 6M | -6.4% | -2.0% | -4.3% | -5.9% |
| YTD | -4.5% | -3.1% | -1.3% | -4.0% |
| 1Y | -5.9% | -8.4% | +2.5% | -5.2% |
| All | -5.9% | -9.0% | +3.2% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling