-34.3%
TLT vs BP
+103.6%
-137.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -11.6% | +11.7% | -0.9% |
| 30D | +6.2% | 0.0% | +6.1% | +6.2% |
| 3M | +0.1% | +6.7% | -6.7% | +0.7% |
| 6M | -3.0% | +2.2% | -5.1% | -2.5% |
| YTD | -2.7% | +33.0% | -35.7% | -0.3% |
| 1Y | -4.8% | +30.7% | -35.6% | -2.5% |
| 3Y | +6.9% | +44.2% | -37.3% | +10.4% |
| All | -34.3% | +103.6% | -137.9% | -27.5% |
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