-11.8%
TLT vs B
+203.3%
-215.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | -1.0% | -2.7% | +1.6% | -0.8% |
| 30D | +3.7% | -4.3% | +8.0% | +3.9% |
| 3M | -0.8% | -2.3% | +1.5% | -0.8% |
| 6M | -3.6% | -16.2% | +12.7% | -2.6% |
| YTD | -3.9% | -8.8% | +4.9% | -4.0% |
| 1Y | -6.2% | +11.4% | -17.6% | -7.8% |
| 3Y | +4.2% | +174.3% | -170.1% | -6.4% |
| 5Y | -34.7% | +116.2% | -150.8% | -40.6% |
| 10Y | -11.8% | +222.7% | -234.6% | -24.5% |
| All | -11.8% | +203.3% | -215.1% | -24.5% |
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