+55.3%
BE vs TLT
-5.4%
+60.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.6% |
| 7D | -12.1% | +1.0% | -13.1% | -12.5% |
| 30D | -30.1% | +6.0% | -36.1% | -32.9% |
| 3M | -12.1% | -0.9% | -11.2% | -10.3% |
| 6M | -30.6% | -2.3% | -28.3% | -28.8% |
| YTD | +130.6% | -3.3% | +133.9% | +136.1% |
| 1Y | +55.3% | -5.6% | +60.9% | +56.1% |
| All | +55.3% | -5.4% | +60.7% | +56.1% |
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