+96.6%
BAC vs TLT
+5.5%
+91.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -1.9% | -1.0% | -0.8% | -1.8% |
| 30D | -7.2% | +4.1% | -11.3% | -7.5% |
| 3M | -20.4% | -0.4% | -20.1% | -20.4% |
| 6M | +1.3% | -3.2% | +4.4% | +1.5% |
| YTD | -6.4% | -3.5% | -2.9% | -6.2% |
| 1Y | -3.5% | -5.8% | +2.3% | -3.1% |
| All | +96.6% | +5.5% | +91.0% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling