+130.4%
TLT vs B
+289.3%
-158.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | +0.1% | +9.6% | -9.5% | -0.2% |
| 30D | +6.2% | +3.5% | +2.7% | +6.1% |
| 3M | -0.3% | -1.6% | +1.2% | -0.4% |
| 6M | -3.4% | -1.7% | -1.7% | -3.4% |
| YTD | -3.1% | -5.3% | +2.2% | -3.2% |
| 1Y | -5.2% | +27.2% | -32.4% | -6.1% |
| 3Y | +6.5% | +166.1% | -159.6% | +3.0% |
| 5Y | -34.7% | +136.5% | -171.2% | -36.8% |
| 10Y | -17.6% | +172.2% | -189.8% | -20.8% |
| All | +130.4% | +289.3% | -158.9% | +116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling