+1,709.5%
BE vs TLT
+3.5%
+1,706.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | +10.8% | -3.1% | +13.9% | +13.2% |
| 30D | -19.8% | +1.0% | -20.8% | -20.6% |
| 3M | -18.7% | -2.7% | -16.0% | -17.2% |
| 6M | -33.7% | -4.1% | -29.6% | -31.6% |
| YTD | +121.0% | -5.4% | +126.3% | +129.1% |
| 1Y | +85.4% | -7.0% | +92.4% | +94.7% |
| 3Y | +1,709.5% | +2.8% | +1,706.7% | +1,539.7% |
| All | +1,709.5% | +3.5% | +1,706.0% | +1,539.7% |
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