-12.5%
TLT vs B
+183.2%
-195.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.2% | -4.2% | -0.3% |
| 7D | +0.3% | +11.3% | -11.0% | -0.5% |
| 30D | +5.1% | +2.9% | +2.2% | +4.8% |
| 3M | -0.2% | -2.9% | +2.7% | -0.1% |
| 6M | -2.9% | -1.2% | -1.7% | -3.2% |
| YTD | -2.7% | -1.3% | -1.4% | -3.3% |
| 1Y | -4.6% | +30.4% | -35.0% | -7.4% |
| 3Y | +6.1% | +195.3% | -189.2% | -5.3% |
| 5Y | -35.1% | +146.2% | -181.4% | -41.6% |
| 10Y | -12.5% | +200.5% | -213.0% | -23.9% |
| All | -12.5% | +183.2% | -195.7% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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