-35.5%
TLT vs BKR
+174.4%
-209.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -1.4% |
| 7D | -1.6% | -6.7% | +5.1% | -1.8% |
| 30D | -1.3% | -8.3% | +7.0% | -1.6% |
| 3M | -3.7% | -5.4% | +1.7% | -3.9% |
| 6M | -6.4% | +0.8% | -7.2% | -6.2% |
| YTD | -4.5% | +31.8% | -36.3% | -3.3% |
| 1Y | -5.9% | +28.6% | -34.4% | -4.7% |
| 3Y | -2.8% | +71.2% | -74.0% | -0.2% |
| All | -35.5% | +174.4% | -209.9% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 5y: compounded portfolio wealth divided by compounded BKR 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…
5y analysis · Full analysis span regression · 6 months rolling