+26.5%
BAC vs TLT
-1.2%
+27.7%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | +0.6% | -0.4% | +1.0% | +0.6% |
| 30D | -0.9% | -0.6% | -0.3% | -0.9% |
| 3M | +16.3% | -2.7% | +19.0% | +16.2% |
| 6M | +26.0% | -5.6% | +31.6% | +23.8% |
| YTD | +15.2% | -2.8% | +18.0% | +14.6% |
| 1Y | +26.5% | -1.4% | +28.0% | +28.1% |
| All | +26.5% | -1.2% | +27.7% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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