-19.3%
TLT vs BN
+264.9%
-284.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | -0.1% |
| 7D | +0.4% | -1.2% | +1.6% | +0.4% |
| 30D | -0.3% | -10.9% | +10.6% | -0.5% |
| 3M | -1.7% | -11.1% | +9.3% | -1.9% |
| 6M | -4.9% | -4.4% | -0.5% | -4.9% |
| YTD | -2.8% | -14.1% | +11.3% | -3.0% |
| 1Y | -4.2% | -11.1% | +6.8% | -4.3% |
| 3Y | -1.1% | +75.6% | -76.7% | +1.7% |
| 5Y | -33.7% | +35.8% | -69.5% | -33.3% |
| All | -19.3% | +264.9% | -284.3% | -12.4% |
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