-19.8%
TLT vs BAX
-37.8%
+18.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | -0.6% |
| 7D | -0.3% | -5.1% | +4.8% | -0.4% |
| 30D | 0.0% | -12.2% | +12.1% | -0.4% |
| 3M | -2.9% | +21.8% | -24.7% | -2.3% |
| 6M | -6.3% | +36.3% | -42.6% | -5.3% |
| YTD | -3.3% | +27.8% | -31.2% | -2.5% |
| 1Y | -4.2% | -0.1% | -4.2% | -4.2% |
| 3Y | -1.7% | -33.3% | +31.6% | -3.4% |
| 5Y | -34.9% | -67.1% | +32.2% | -40.8% |
| 10Y | -19.8% | -36.9% | +17.1% | -26.5% |
| All | -19.8% | -37.8% | +18.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling