+131.3%
TLT vs BB
+337.4%
-206.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.1% |
| 7D | +0.1% | +3.8% | -3.7% | +0.2% |
| 30D | +6.2% | -0.3% | +6.5% | +6.3% |
| 3M | +0.1% | -0.5% | +0.5% | +0.2% |
| 6M | -3.0% | +45.9% | -48.9% | -1.3% |
| YTD | -2.7% | +130.6% | -133.3% | +0.5% |
| 1Y | -4.8% | +89.2% | -94.0% | -2.2% |
| 3Y | +6.9% | +137.5% | -130.6% | +11.7% |
| 5Y | -34.5% | -20.9% | -13.5% | -33.9% |
| 10Y | -17.3% | +25.4% | -42.7% | -9.7% |
| All | +131.3% | +337.4% | -206.0% | +181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling