+641.7%
BE vs TLT
-14.1%
+655.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.0% | -4.3% |
| 7D | -13.4% | -0.3% | -13.1% | -13.3% |
| 30D | -33.9% | +3.7% | -37.6% | -34.0% |
| 3M | -12.0% | -0.7% | -11.3% | -11.9% |
| 6M | -29.0% | -4.2% | -24.8% | -28.8% |
| YTD | +113.4% | -4.0% | +117.4% | +113.8% |
| 1Y | +33.2% | -5.8% | +39.0% | +33.5% |
| 3Y | +1,659.2% | +4.1% | +1,655.1% | +1,673.6% |
| 5Y | +461.4% | -34.8% | +496.2% | +374.6% |
| All | +641.7% | -14.1% | +655.8% | +790.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling