+131.2%
TLT vs BAX
+95.6%
+35.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | -0.4% | -1.1% | +0.7% | -0.5% |
| 30D | -0.6% | -5.5% | +4.9% | -1.0% |
| 3M | -2.7% | +33.5% | -36.3% | -0.6% |
| 6M | -5.6% | +35.9% | -41.5% | -3.3% |
| YTD | -2.8% | +35.4% | -38.1% | -0.3% |
| 1Y | -1.4% | +9.8% | -11.2% | -0.4% |
| 3Y | -1.6% | -32.7% | +31.1% | -4.0% |
| 5Y | -33.8% | -65.6% | +31.7% | -39.8% |
| 10Y | -21.1% | -34.9% | +13.8% | -21.4% |
| All | +131.2% | +95.6% | +35.6% | +154.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling