-3.0%
TLT vs BIYA
-99.9%
+96.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.3% | 0.0% |
| 7D | +0.3% | -7.8% | +8.1% | +0.3% |
| 30D | +5.1% | -38.5% | +43.6% | +5.1% |
| 3M | -0.2% | -59.5% | +59.3% | -0.2% |
| 6M | -2.9% | -89.2% | +86.3% | -2.9% |
| YTD | -2.7% | -97.1% | +94.4% | -2.5% |
| 1Y | -4.6% | -99.0% | +94.4% | -3.8% |
| All | -3.0% | -99.9% | +96.9% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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