-19.8%
TLT vs BBWI
-58.2%
+38.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.7% |
| 7D | -0.3% | -4.4% | +4.2% | -0.4% |
| 30D | 0.0% | -7.4% | +7.4% | -0.1% |
| 3M | -2.9% | -2.2% | -0.6% | -2.8% |
| 6M | -6.3% | -16.3% | +10.0% | -6.5% |
| YTD | -3.3% | -9.1% | +5.8% | -3.3% |
| 1Y | -4.2% | -34.5% | +30.3% | -4.9% |
| 3Y | -1.7% | -47.0% | +45.3% | -2.3% |
| 5Y | -34.9% | -68.8% | +34.0% | -36.5% |
| 10Y | -19.8% | -57.4% | +37.5% | -16.5% |
| All | -19.8% | -58.2% | +38.4% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded BBWI 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling