-35.1%
TLT vs B
+110.9%
-146.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.2% |
| 7D | -2.7% | -6.2% | +3.5% | -2.2% |
| 30D | +2.2% | -6.6% | +8.8% | +2.6% |
| 3M | -1.7% | -7.9% | +6.1% | -1.3% |
| 6M | -4.0% | -16.8% | +12.8% | -3.0% |
| YTD | -4.9% | -11.7% | +6.7% | -4.8% |
| 1Y | -7.4% | +3.5% | -10.9% | -8.6% |
| 3Y | +3.0% | +165.7% | -162.7% | -9.6% |
| 5Y | -35.1% | +108.4% | -143.5% | -42.5% |
| All | -35.1% | +110.9% | -146.0% | -42.5% |
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 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