+131.2%
TLT vs BB
+285.3%
-154.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -5.6% | +5.2% | -0.6% |
| 30D | -0.6% | -11.8% | +11.2% | -0.9% |
| 3M | -2.7% | -25.5% | +22.8% | -3.4% |
| 6M | -5.6% | +121.3% | -126.9% | -2.7% |
| YTD | -2.8% | +103.2% | -105.9% | 0.0% |
| 1Y | -1.4% | +102.6% | -104.1% | +1.5% |
| 3Y | -1.6% | +37.5% | -39.1% | +0.8% |
| 5Y | -33.8% | -30.4% | -3.4% | -33.5% |
| 10Y | -21.1% | 0.0% | -21.1% | -14.8% |
| All | +131.2% | +285.3% | -154.1% | +180.2% |
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