-35.4%
TLT vs BNY
+256.6%
-292.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -1.6% | -1.3% | -0.3% | -1.6% |
| 30D | -1.1% | -0.2% | -1.0% | -1.1% |
| 3M | -4.9% | +14.9% | -19.8% | -4.8% |
| 6M | -5.0% | +40.0% | -45.0% | -4.9% |
| YTD | -4.4% | +42.0% | -46.3% | -4.2% |
| 1Y | -6.4% | +56.9% | -63.2% | -6.2% |
| 3Y | -2.0% | +289.9% | -291.9% | -0.8% |
| All | -35.4% | +256.6% | -292.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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