-12.6%
TLT vs BN
+290.8%
-303.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -3.1% |
| 30D | +1.0% | +14.0% | -12.9% | +1.3% |
| 3M | -2.7% | -9.0% | +6.3% | -2.9% |
| 6M | -4.1% | -8.8% | +4.7% | -4.3% |
| YTD | -5.4% | -10.3% | +4.9% | -5.5% |
| 1Y | -7.0% | -5.8% | -1.2% | -7.1% |
| 3Y | +2.8% | +94.8% | -91.9% | +6.5% |
| 5Y | -35.4% | +31.5% | -66.8% | -35.6% |
| All | -12.6% | +290.8% | -303.4% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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