+53.5%
BE vs TLT
-5.8%
+59.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.2% | +7.2% | +7.0% |
| 7D | +20.0% | -0.4% | +20.4% | +21.0% |
| 30D | +7.9% | -0.6% | +8.5% | +9.8% |
| 3M | -13.2% | -2.7% | -10.5% | -7.8% |
| 6M | +53.5% | -5.6% | +59.1% | +73.1% |
| All | +53.5% | -5.8% | +59.2% | +73.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling