+418.8%
BE vs TLT
-3.6%
+422.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | 0.0% | +9.6% | +9.6% |
| 7D | +29.8% | +0.4% | +29.4% | +29.6% |
| 30D | +26.4% | -0.3% | +26.7% | +26.7% |
| 3M | +9.3% | -1.7% | +11.1% | +9.9% |
| 6M | +105.1% | -4.9% | +110.0% | +98.5% |
| YTD | +219.0% | -2.8% | +221.8% | +220.5% |
| 1Y | +418.8% | -4.2% | +423.0% | +396.2% |
| All | +418.8% | -3.6% | +422.3% | +396.2% |
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