+131.2%
TLT vs BG
+891.1%
-759.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.4% | -4.4% | +0.3% |
| 7D | +0.4% | +2.4% | -2.0% | +0.6% |
| 30D | -0.3% | +15.0% | -15.3% | +0.8% |
| 3M | -1.7% | -0.7% | -1.1% | -1.7% |
| 6M | -4.9% | +7.5% | -12.4% | -4.2% |
| YTD | -2.8% | +41.6% | -44.4% | +0.1% |
| 1Y | -4.2% | +50.7% | -54.9% | -0.8% |
| 3Y | -1.1% | +20.3% | -21.4% | +1.1% |
| 5Y | -33.7% | +85.2% | -119.0% | -29.2% |
| 10Y | -20.7% | +160.6% | -181.3% | -10.7% |
| All | +131.2% | +891.1% | -759.9% | +177.7% |
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