-33.3%
TLT vs B
+153.8%
-187.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.7% |
| YTD | -2.8% | +4.5% | -7.2% | -3.8% |
| 1Y | -1.4% | +67.8% | -69.2% | -7.0% |
| 3Y | -1.6% | +196.7% | -198.3% | -14.1% |
| All | -33.3% | +153.8% | -187.1% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling