+131.2%
TLT vs BBWI
+292.8%
-161.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.7% | +0.3% |
| 7D | -0.4% | +1.5% | -1.9% | -0.3% |
| 30D | -0.6% | -5.2% | +4.6% | -0.8% |
| 3M | -2.7% | +11.1% | -13.8% | -2.0% |
| 6M | -5.6% | -13.4% | +7.7% | -6.0% |
| YTD | -2.8% | +0.1% | -2.9% | -2.3% |
| 1Y | -1.4% | -36.1% | +34.7% | -3.1% |
| 3Y | -1.6% | -44.1% | +42.5% | -2.9% |
| 5Y | -33.8% | -66.2% | +32.4% | -36.2% |
| 10Y | -21.1% | -54.8% | +33.6% | -18.0% |
| All | +131.2% | +292.8% | -161.6% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling