+76.0%
TLT vs ICE
+2,632.3%
-2,556.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.3% | +0.2% |
| 7D | -1.0% | +3.2% | -4.3% | -0.8% |
| 30D | +3.7% | +14.7% | -11.0% | +4.7% |
| 3M | -0.8% | +19.8% | -20.6% | +0.6% |
| 6M | -3.6% | +15.2% | -18.8% | -2.5% |
| YTD | -3.9% | +12.7% | -16.6% | -2.9% |
| 1Y | -6.2% | +20.4% | -26.6% | -4.8% |
| 3Y | +4.2% | +70.8% | -66.6% | +8.9% |
| 5Y | -34.7% | +43.9% | -78.6% | -32.5% |
| 10Y | -11.8% | +264.8% | -276.6% | +0.1% |
| All | +76.0% | +2,632.3% | -2,556.3% | +130.7% |
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