-6.5%
TLT vs BG
+55.7%
-62.2%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.1% |
| 7D | -1.6% | +3.7% | -5.3% | -1.5% |
| 30D | -1.3% | +12.3% | -13.7% | -1.2% |
| 3M | -3.7% | -2.2% | -1.5% | -3.7% |
| 6M | -6.4% | +5.3% | -11.7% | -6.3% |
| YTD | -4.5% | +42.4% | -46.9% | -4.4% |
| All | -6.5% | +55.7% | -62.2% | -6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling