-11.4%
TLT vs BA
+28.0%
-39.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | +0.1% |
| 7D | -1.0% | -1.4% | +0.4% | -1.1% |
| 30D | +4.1% | -7.9% | +12.0% | +3.9% |
| 3M | -0.4% | -25.2% | +24.8% | -1.3% |
| 6M | -3.2% | -26.7% | +23.6% | -4.1% |
| YTD | -3.5% | -19.6% | +16.1% | -4.1% |
| 1Y | -5.8% | -10.6% | +4.8% | -5.9% |
| 3Y | +4.6% | -11.2% | +15.8% | +4.9% |
| 5Y | -34.4% | -20.4% | -14.0% | -34.4% |
| 10Y | -11.4% | +26.8% | -38.2% | -3.2% |
| All | -11.4% | +28.0% | -39.4% | -3.2% |
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