-20.7%
TLT vs BBY
+252.7%
-273.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | +0.2% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -1.1% | +9.4% | -10.5% | -0.9% |
| 3M | -4.9% | +19.3% | -24.2% | -4.5% |
| 6M | -5.0% | +47.9% | -52.9% | -4.1% |
| YTD | -4.4% | +39.6% | -43.9% | -3.6% |
| 1Y | -6.4% | +22.2% | -28.6% | -5.9% |
| 3Y | -2.0% | +45.0% | -47.0% | -0.4% |
| 5Y | -35.0% | +2.6% | -37.6% | -35.1% |
| All | -20.7% | +252.7% | -273.4% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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