+6.5%
TLT vs BA
-11.5%
+18.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | +6.2% | -7.9% | +14.1% | +6.3% |
| 3M | -0.3% | -25.3% | +25.0% | +0.3% |
| 6M | -3.4% | -24.6% | +21.2% | -2.9% |
| YTD | -3.1% | -20.1% | +17.0% | -2.7% |
| 1Y | -5.2% | -11.8% | +6.5% | -4.8% |
| 3Y | +6.5% | -10.1% | +16.6% | +13.8% |
| All | +6.5% | -11.5% | +18.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling