-35.1%
TLT vs BR
+7.7%
-42.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | -1.6% | -6.0% | +4.4% | -1.0% |
| 30D | -1.3% | -0.9% | -0.5% | -1.3% |
| 3M | -3.7% | +16.4% | -20.1% | -5.3% |
| 6M | -6.4% | -8.2% | +1.8% | -5.6% |
| YTD | -4.5% | -23.2% | +18.7% | -1.8% |
| 1Y | -5.9% | -30.9% | +25.1% | -2.1% |
| 3Y | -2.8% | -5.0% | +2.2% | -3.2% |
| 5Y | -35.1% | +8.8% | -43.8% | -37.1% |
| All | -35.1% | +7.7% | -42.7% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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