+78.0%
TLT vs ICE
+2,331.7%
-2,253.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | 0.0% |
| 7D | -0.4% | -0.7% | +0.2% | -0.5% |
| 30D | -0.6% | +7.6% | -8.2% | 0.0% |
| 3M | -2.7% | +13.9% | -16.7% | -1.7% |
| 6M | -5.6% | -2.4% | -3.3% | -5.7% |
| YTD | -2.8% | +0.3% | -3.0% | -2.6% |
| 1Y | -1.4% | -6.4% | +5.0% | -1.7% |
| 3Y | -1.6% | +43.1% | -44.7% | +1.5% |
| 5Y | -33.8% | +42.1% | -75.9% | -31.6% |
| 10Y | -21.1% | +220.9% | -242.1% | -11.3% |
| All | +78.0% | +2,331.7% | -2,253.7% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling