-34.5%
TLT vs BDX
+27.1%
-61.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.5% |
| 7D | -3.1% | +2.9% | -6.0% | -3.4% |
| 30D | +1.0% | +15.4% | -14.4% | -0.3% |
| 3M | -2.7% | +20.5% | -23.2% | -4.4% |
| 6M | -4.1% | +53.2% | -57.3% | -7.8% |
| YTD | -5.4% | +45.7% | -51.0% | -8.7% |
| 1Y | -7.0% | +47.3% | -54.3% | -10.4% |
| 3Y | +2.8% | +25.1% | -22.2% | +0.1% |
| All | -34.5% | +27.1% | -61.6% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling