+593.0%
BE vs TLT
-13.0%
+606.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | -14.7% | +0.1% | -14.8% | -14.7% |
| 30D | -40.5% | +6.2% | -46.7% | -40.7% |
| 3M | -24.3% | +0.1% | -24.4% | -24.3% |
| 6M | -39.3% | -3.0% | -36.4% | -39.2% |
| YTD | +99.4% | -2.7% | +102.1% | +99.6% |
| 1Y | +26.6% | -4.8% | +31.4% | +26.8% |
| 3Y | +1,616.9% | +6.9% | +1,610.0% | +1,633.8% |
| 5Y | +441.4% | -34.5% | +475.8% | +355.7% |
| All | +593.0% | -13.0% | +606.0% | +731.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling