-3.5%
BAC vs TLT
-6.2%
+2.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.9% | -1.0% | -0.8% | -1.7% |
| 30D | -7.2% | +3.7% | -10.8% | -7.6% |
| 3M | -20.4% | -0.8% | -19.7% | -20.3% |
| 6M | +1.3% | -3.6% | +4.8% | +1.6% |
| YTD | -6.4% | -3.9% | -2.5% | -6.9% |
| 1Y | -3.5% | -6.2% | +2.7% | -2.6% |
| All | -3.5% | -6.2% | +2.7% | -2.6% |
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