-12.3%
TLT vs BB
+28.9%
-41.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.3% |
| 7D | -0.3% | +11.6% | -11.9% | -0.2% |
| 30D | +3.7% | +2.6% | +1.1% | +3.8% |
| 3M | -0.7% | +3.5% | -4.2% | -0.6% |
| 6M | -4.2% | +43.5% | -47.7% | -3.6% |
| YTD | -4.0% | +141.2% | -145.1% | -2.7% |
| 1Y | -5.8% | +97.4% | -103.2% | -4.8% |
| 3Y | +4.1% | +151.1% | -147.0% | +5.9% |
| 5Y | -34.8% | -12.8% | -22.0% | -35.4% |
| 10Y | -12.3% | +27.5% | -39.8% | -5.1% |
| All | -12.3% | +28.9% | -41.3% | -5.1% |
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