+130.4%
TLT vs BA
+515.3%
-384.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.8% | 0.0% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | +6.0% | -9.1% | +15.1% | +5.3% |
| 3M | -0.9% | -28.2% | +27.3% | -3.3% |
| 6M | -2.6% | -23.1% | +20.5% | -4.4% |
| YTD | -3.1% | -20.6% | +17.4% | -4.5% |
| 1Y | -4.4% | -12.7% | +8.3% | -5.0% |
| 3Y | +5.5% | -11.6% | +17.0% | +5.9% |
| 5Y | -34.7% | -23.1% | -11.6% | -34.7% |
| 10Y | -17.6% | +34.4% | -52.0% | -5.4% |
| All | +130.4% | +515.3% | -384.9% | +239.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling