-35.1%
TLT vs BAX
-63.0%
+27.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | +0.3% | +9.0% | -8.8% | -0.1% |
| 30D | +5.1% | +8.5% | -3.4% | +4.7% |
| 3M | -0.2% | -4.1% | +3.9% | -0.1% |
| 6M | -2.9% | +46.9% | -49.9% | -4.4% |
| YTD | -2.7% | +38.4% | -41.1% | -4.3% |
| 1Y | -4.6% | +47.0% | -51.6% | -6.4% |
| 3Y | +6.1% | -14.9% | +21.0% | +6.1% |
| 5Y | -35.1% | -62.5% | +27.4% | -33.8% |
| All | -35.1% | -63.0% | +27.8% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling