-33.7%
TLT vs BB
-28.6%
-5.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -5.6% | +5.2% | -0.3% |
| 30D | -0.6% | -11.8% | +11.2% | -0.4% |
| 3M | -2.7% | -25.5% | +22.8% | -2.3% |
| 6M | -5.6% | +121.3% | -126.9% | -7.3% |
| YTD | -2.8% | +103.2% | -105.9% | -4.3% |
| 1Y | -1.4% | +102.6% | -104.1% | -3.1% |
| 3Y | -1.6% | +37.5% | -39.1% | -3.8% |
| All | -33.7% | -28.6% | -5.1% | -37.9% |
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