-20.7%
TLT vs BP
+126.3%
-146.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | +0.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.5% |
| 30D | -0.3% | +9.1% | -9.4% | +0.6% |
| 3M | -1.7% | +3.9% | -5.6% | -1.2% |
| 6M | -4.9% | +13.6% | -18.5% | -3.4% |
| YTD | -2.8% | +34.0% | -36.8% | +0.4% |
| 1Y | -4.2% | +39.2% | -43.4% | -0.6% |
| 3Y | -1.1% | +36.4% | -37.5% | +2.8% |
| 5Y | -33.7% | +135.8% | -169.5% | -26.0% |
| 10Y | -20.7% | +125.0% | -145.7% | -12.3% |
| All | -20.7% | +126.3% | -146.9% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling