-12.6%
TLT vs BAX
-35.8%
+23.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | +1.0% | +4.1% | -3.0% | +1.2% |
| 3M | -2.7% | -4.5% | +1.8% | -2.8% |
| 6M | -4.1% | +49.2% | -53.4% | -2.8% |
| YTD | -5.4% | +35.2% | -40.6% | -4.3% |
| 1Y | -7.0% | +38.3% | -45.3% | -5.9% |
| 3Y | +2.8% | -19.0% | +21.9% | +2.4% |
| 5Y | -35.4% | -64.2% | +28.8% | -41.2% |
| All | -12.6% | -35.8% | +23.2% | -17.1% |
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