-33.3%
TLT vs BP
+128.1%
-161.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.2% |
| 7D | -0.4% | +3.9% | -4.4% | -0.1% |
| 30D | -0.6% | +7.6% | -8.2% | +0.1% |
| 3M | -2.7% | +0.7% | -3.4% | -2.5% |
| 6M | -5.6% | +15.5% | -21.1% | -4.3% |
| YTD | -2.8% | +30.8% | -33.6% | -0.5% |
| 1Y | -1.4% | +34.3% | -35.7% | +1.2% |
| 3Y | -1.6% | +35.1% | -36.6% | +1.1% |
| All | -33.3% | +128.1% | -161.4% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling