+6.1%
TLT vs ICE
+64.7%
-58.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | +5.1% | +11.4% | -6.3% | +3.6% |
| 3M | -0.2% | +16.2% | -16.4% | -2.1% |
| 6M | -2.9% | +12.5% | -15.4% | -4.2% |
| YTD | -2.7% | +8.6% | -11.2% | -3.7% |
| 1Y | -4.6% | +18.4% | -23.0% | -7.2% |
| 3Y | +6.1% | +66.4% | -60.3% | -1.8% |
| All | +6.1% | +64.7% | -58.7% | -1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling