-12.3%
TLT vs BA
+27.6%
-40.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.7% | -8.9% | +12.6% | +3.4% |
| 3M | -0.7% | -25.5% | +24.9% | -1.6% |
| 6M | -4.2% | -27.0% | +22.8% | -5.1% |
| YTD | -4.0% | -20.1% | +16.2% | -4.5% |
| 1Y | -5.8% | -11.0% | +5.2% | -6.0% |
| 3Y | +4.1% | -11.8% | +15.9% | +4.3% |
| 5Y | -34.8% | -20.6% | -14.2% | -34.8% |
| 10Y | -12.3% | +26.6% | -39.0% | -4.0% |
| All | -12.3% | +27.6% | -40.0% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BA.
Daily Out/Under-Performance
Portfolio return minus BA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BA 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 BA 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