-24.7%
TLT vs BBIO
+136.9%
-161.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.1% |
| 7D | -1.6% | -3.9% | +2.3% | -1.5% |
| 30D | -1.3% | -13.4% | +12.0% | -1.2% |
| 3M | -3.7% | +7.6% | -11.3% | -3.8% |
| 6M | -6.4% | -2.4% | -3.9% | -6.4% |
| YTD | -4.5% | -5.2% | +0.7% | -4.5% |
| 1Y | -5.9% | +36.9% | -42.8% | -6.2% |
| 3Y | -2.8% | +155.2% | -158.0% | -4.0% |
| 5Y | -35.1% | +44.0% | -79.1% | -36.5% |
| All | -24.7% | +136.9% | -161.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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