-20.7%
TLT vs BG
+166.7%
-187.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | 0.0% |
| 7D | -1.6% | +3.1% | -4.7% | -1.5% |
| 30D | -1.1% | +10.2% | -11.4% | -0.6% |
| 3M | -4.9% | -1.7% | -3.2% | -4.9% |
| 6M | -5.0% | +1.0% | -6.0% | -4.8% |
| YTD | -4.4% | +39.9% | -44.3% | -2.4% |
| 1Y | -6.4% | +53.2% | -59.6% | -3.8% |
| 3Y | -2.0% | +16.3% | -18.3% | -0.9% |
| 5Y | -35.0% | +83.9% | -118.9% | -31.7% |
| All | -20.7% | +166.7% | -187.4% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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