-35.1%
TLT vs BA
-22.5%
-12.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.1% |
| 7D | +0.3% | -1.7% | +2.0% | +0.3% |
| 30D | +5.1% | -9.5% | +14.6% | +5.3% |
| 3M | -0.2% | -26.5% | +26.3% | +0.4% |
| 6M | -2.9% | -27.4% | +24.5% | -2.4% |
| YTD | -2.7% | -20.6% | +17.9% | -2.3% |
| 1Y | -4.6% | -11.4% | +6.8% | -4.3% |
| 3Y | +6.1% | -10.8% | +16.9% | +6.1% |
| 5Y | -35.1% | -21.9% | -13.2% | -37.9% |
| All | -35.1% | -22.5% | -12.6% | -37.9% |
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