+131.2%
TLT vs BKR
+398.8%
-267.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -0.3% | +3.9% | -4.1% | +0.1% |
| 3M | -1.7% | -1.1% | -0.7% | -1.7% |
| 6M | -4.9% | +7.6% | -12.5% | -4.0% |
| YTD | -2.8% | +41.9% | -44.7% | +0.7% |
| 1Y | -4.2% | +42.2% | -46.4% | -0.6% |
| 3Y | -1.1% | +84.3% | -85.4% | +6.0% |
| 5Y | -33.7% | +215.7% | -249.4% | -23.9% |
| 10Y | -20.7% | +130.9% | -151.6% | -7.4% |
| All | +131.2% | +398.8% | -267.6% | +216.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling