-1.1%
TLT vs BB
+68.2%
-69.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | -0.3% | -12.4% | +12.1% | 0.0% |
| 3M | -1.7% | -15.3% | +13.6% | -1.5% |
| 6M | -4.9% | +128.8% | -133.7% | -7.0% |
| YTD | -2.8% | +107.7% | -110.4% | -4.7% |
| 1Y | -4.2% | +103.9% | -108.1% | -6.3% |
| 3Y | -1.1% | +72.6% | -73.7% | -4.1% |
| All | -1.1% | +68.2% | -69.3% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling