-19.3%
TLT vs BBWI
-55.4%
+36.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.1% |
| 7D | +0.4% | +1.6% | -1.2% | +0.4% |
| 30D | -0.3% | -6.2% | +5.9% | -0.4% |
| 3M | -1.7% | +4.3% | -6.1% | -1.6% |
| 6M | -4.9% | -7.2% | +2.3% | -4.9% |
| YTD | -2.8% | -3.0% | +0.2% | -2.7% |
| 1Y | -4.2% | -30.8% | +26.6% | -4.8% |
| 3Y | -1.1% | -43.4% | +42.3% | -1.7% |
| 5Y | -33.7% | -66.7% | +33.0% | -35.3% |
| All | -19.3% | -55.4% | +36.1% | -15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling