-34.3%
TLT vs BB
-20.8%
-13.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | -0.1% |
| 7D | +0.1% | +3.8% | -3.7% | 0.0% |
| 30D | +6.2% | -0.3% | +6.5% | +6.1% |
| 3M | +0.1% | -0.5% | +0.5% | -0.1% |
| 6M | -3.0% | +45.9% | -48.9% | -4.2% |
| YTD | -2.7% | +130.6% | -133.3% | -5.1% |
| 1Y | -4.8% | +89.2% | -94.0% | -6.7% |
| 3Y | +6.9% | +137.5% | -130.6% | +2.9% |
| All | -34.3% | -20.8% | -13.5% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling