-12.3%
TLT vs B
+184.6%
-197.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -6.1% | +4.8% | -0.9% |
| 7D | -0.3% | +7.1% | -7.4% | -0.8% |
| 30D | +3.7% | -3.3% | +7.1% | +3.9% |
| 3M | -0.7% | -2.5% | +1.9% | -0.6% |
| 6M | -4.2% | -7.2% | +3.0% | -4.0% |
| YTD | -4.0% | -7.4% | +3.4% | -4.2% |
| 1Y | -5.8% | +16.4% | -22.3% | -7.8% |
| 3Y | +4.1% | +178.7% | -174.6% | -6.6% |
| 5Y | -34.8% | +121.7% | -156.5% | -40.8% |
| 10Y | -12.3% | +208.6% | -221.0% | -24.2% |
| All | -12.3% | +184.6% | -197.0% | -24.2% |
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