-19.8%
TLT vs BB
+2.1%
-21.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +1.0% | -0.6% |
| 7D | -0.3% | +1.8% | -2.1% | -0.2% |
| 30D | 0.0% | -12.2% | +12.2% | -0.2% |
| 3M | -2.9% | -12.3% | +9.5% | -2.9% |
| 6M | -6.3% | +122.7% | -129.0% | -5.1% |
| YTD | -3.3% | +104.5% | -107.8% | -2.3% |
| 1Y | -4.2% | +106.7% | -110.9% | -3.1% |
| 3Y | -1.7% | +70.0% | -71.6% | -0.7% |
| 5Y | -34.9% | -27.8% | -7.1% | -35.6% |
| 10Y | -19.8% | +2.4% | -22.2% | -13.6% |
| All | -19.8% | +2.1% | -21.9% | -13.6% |
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