+35.1%
TLT vs BAH
+886.2%
-851.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.6% | +0.1% |
| 7D | -0.4% | -3.2% | +2.8% | -0.6% |
| 30D | -0.6% | +2.0% | -2.6% | -0.4% |
| 3M | -2.7% | -7.6% | +4.9% | -3.1% |
| 6M | -5.6% | -5.7% | 0.0% | -5.8% |
| YTD | -2.8% | -11.7% | +8.9% | -3.2% |
| 1Y | -1.4% | -27.4% | +25.9% | -3.1% |
| 3Y | -1.6% | -32.5% | +31.0% | -2.6% |
| 5Y | -33.8% | -3.3% | -30.5% | -31.6% |
| 10Y | -21.1% | +186.0% | -207.1% | -6.6% |
| All | +35.1% | +886.2% | -851.1% | +96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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