-33.3%
TLT vs BA
-1.7%
-31.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | +1.2% | -1.6% | -0.5% |
| 30D | -0.6% | -11.6% | +11.1% | -0.3% |
| 3M | -2.7% | -2.4% | -0.4% | -2.7% |
| 6M | -5.6% | -6.6% | +1.0% | -5.6% |
| YTD | -2.8% | -2.2% | -0.5% | -2.8% |
| 1Y | -1.4% | -8.0% | +6.6% | -1.4% |
| 3Y | -1.6% | -5.0% | +3.4% | -1.8% |
| All | -33.3% | -1.7% | -31.6% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling