-12.3%
TLT vs BAX
-34.5%
+22.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.3% |
| 7D | -0.3% | +3.6% | -3.9% | -0.2% |
| 30D | +3.7% | +8.5% | -4.8% | +4.0% |
| 3M | -0.7% | -4.9% | +4.2% | -0.8% |
| 6M | -4.2% | +47.0% | -51.2% | -3.0% |
| YTD | -4.0% | +38.4% | -42.4% | -2.8% |
| 1Y | -5.8% | +49.1% | -55.0% | -4.4% |
| 3Y | +4.1% | -14.9% | +19.0% | +4.0% |
| 5Y | -34.8% | -63.1% | +28.3% | -40.6% |
| 10Y | -12.3% | -35.6% | +23.2% | -18.2% |
| All | -12.3% | -34.5% | +22.1% | -18.2% |
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