-12.6%
TLT vs BB
+21.8%
-34.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.5% |
| 7D | -3.1% | +1.8% | -4.9% | -3.1% |
| 30D | +1.0% | +8.1% | -7.1% | +1.2% |
| 3M | -2.7% | -1.0% | -1.7% | -2.7% |
| 6M | -4.1% | +45.9% | -50.1% | -3.5% |
| YTD | -5.4% | +134.8% | -140.2% | -4.1% |
| 1Y | -7.0% | +104.6% | -111.6% | -5.9% |
| 3Y | +2.8% | +152.8% | -150.0% | +4.6% |
| 5Y | -35.4% | -17.4% | -17.9% | -36.1% |
| All | -12.6% | +21.8% | -34.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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