-20.7%
TLT vs BLK
+283.5%
-304.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.2% |
| 7D | -1.6% | -3.3% | +1.7% | -1.8% |
| 30D | -1.1% | -6.5% | +5.4% | -1.6% |
| 3M | -4.9% | +6.7% | -11.6% | -4.4% |
| 6M | -5.0% | +14.7% | -19.8% | -4.0% |
| YTD | -4.4% | +2.5% | -6.9% | -4.1% |
| 1Y | -6.4% | -2.8% | -3.6% | -6.4% |
| 3Y | -2.0% | +65.9% | -67.9% | +3.1% |
| 5Y | -35.0% | +33.0% | -68.0% | -33.9% |
| All | -20.7% | +283.5% | -304.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 10y: compounded portfolio wealth divided by compounded BLK 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…
10y analysis · Full analysis span regression · 6 months rolling