+131.2%
TLT vs BDX
+1,144.9%
-1,013.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | -0.3% |
| 7D | +0.4% | -4.3% | +4.7% | 0.0% |
| 30D | -0.3% | +1.3% | -1.6% | -0.2% |
| 3M | -1.7% | +20.2% | -22.0% | 0.0% |
| 6M | -4.9% | +8.6% | -13.5% | -4.1% |
| YTD | -2.8% | +19.0% | -21.8% | -1.1% |
| 1Y | -4.2% | +21.2% | -25.4% | -2.3% |
| 3Y | -1.1% | -9.7% | +8.6% | -1.9% |
| 5Y | -33.7% | -3.4% | -30.3% | -33.5% |
| 10Y | -20.7% | +53.9% | -74.5% | -12.5% |
| All | +131.2% | +1,144.9% | -1,013.7% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling