-33.7%
TLT vs ICE
+45.1%
-78.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.4% |
| 7D | -0.4% | -0.7% | +0.2% | -0.4% |
| 30D | -0.6% | +7.6% | -8.2% | -1.4% |
| 3M | -2.7% | +13.9% | -16.7% | -4.2% |
| 6M | -5.6% | -2.4% | -3.3% | -5.4% |
| YTD | -2.8% | +0.3% | -3.0% | -2.9% |
| 1Y | -1.4% | -6.4% | +5.0% | -0.8% |
| 3Y | -1.6% | +43.1% | -44.7% | -5.8% |
| All | -33.7% | +45.1% | -78.8% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling