+71.4%
BAC vs TLT
-33.4%
+104.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | -0.4% | -0.6% | +0.2% | -0.4% |
| 3M | +16.9% | -2.7% | +19.6% | +16.7% |
| 6M | +26.6% | -5.6% | +32.2% | +26.1% |
| YTD | +15.8% | -2.8% | +18.6% | +15.6% |
| 1Y | +27.2% | -1.4% | +28.6% | +27.1% |
| 3Y | +132.4% | -1.6% | +134.0% | +130.5% |
| All | +71.4% | -33.4% | +104.9% | +39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling