-5.6%
TLT vs BP
+35.3%
-40.9%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +0.4% |
| 7D | +1.0% | -8.4% | +9.3% | +0.1% |
| 30D | +6.0% | +2.2% | +3.8% | +6.4% |
| 3M | -0.9% | +8.8% | -9.7% | +0.2% |
| 6M | -2.3% | -0.5% | -1.8% | -1.7% |
| YTD | -3.3% | +36.2% | -39.5% | -1.0% |
| 1Y | -5.6% | +36.6% | -42.2% | -2.8% |
| All | -5.6% | +35.3% | -40.9% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling