+125.1%
TLT vs BG
+713.2%
-588.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.3% |
| 7D | -3.1% | +2.6% | -5.7% | -2.9% |
| 30D | +1.0% | -6.7% | +7.7% | +0.5% |
| 3M | -2.7% | -9.3% | +6.5% | -3.4% |
| 6M | -4.1% | -18.3% | +14.2% | -5.4% |
| YTD | -5.4% | +16.2% | -21.5% | -3.9% |
| 1Y | -7.0% | +7.6% | -14.6% | -6.2% |
| 3Y | +2.8% | +6.6% | -3.7% | +4.2% |
| 5Y | -35.4% | +22.2% | -57.6% | -33.2% |
| 10Y | -13.1% | +112.0% | -125.1% | -3.7% |
| All | +125.1% | +713.2% | -588.1% | +166.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling