-21.7%
TLT vs B
+189.6%
-211.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -0.4% | -1.6% | +1.2% | -0.3% |
| 30D | -0.6% | +9.4% | -10.0% | -1.3% |
| 3M | -2.7% | +5.0% | -7.7% | -3.3% |
| 6M | -5.6% | -3.5% | -2.1% | -5.8% |
| YTD | -2.8% | +4.5% | -7.2% | -3.7% |
| 1Y | -1.4% | +67.8% | -69.2% | -6.5% |
| 3Y | -1.6% | +196.7% | -198.3% | -12.1% |
| 5Y | -33.8% | +151.9% | -185.7% | -40.5% |
| All | -21.7% | +189.6% | -211.2% | -32.1% |
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