+131.3%
TLT vs BBWI
+330.0%
-198.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.2% | -0.2% |
| 7D | +0.1% | -6.2% | +6.3% | -0.2% |
| 30D | +6.2% | +19.9% | -13.7% | +7.2% |
| 3M | +0.1% | +7.1% | -7.1% | +0.6% |
| 6M | -3.0% | +13.7% | -16.6% | -2.0% |
| YTD | -2.7% | +9.6% | -12.3% | -1.7% |
| 1Y | -4.8% | -1.6% | -3.2% | -4.2% |
| 3Y | +6.9% | -25.9% | +32.8% | +7.3% |
| 5Y | -34.5% | -67.8% | +33.4% | -37.2% |
| 10Y | -17.3% | -43.5% | +26.2% | -12.4% |
| All | +131.3% | +330.0% | -198.7% | +225.3% |
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