+69.8%
TLT vs BR
+1,321.0%
-1,251.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.4% | +3.5% | -0.2% |
| 7D | -0.4% | -5.3% | +4.9% | -1.0% |
| 30D | -0.6% | +6.4% | -7.0% | +0.1% |
| 3M | -2.7% | +13.6% | -16.4% | -1.3% |
| 6M | -5.6% | -6.7% | +1.1% | -6.2% |
| YTD | -2.8% | -21.1% | +18.3% | -5.1% |
| 1Y | -1.4% | -29.6% | +28.1% | -5.0% |
| 3Y | -1.6% | -2.4% | +0.8% | -1.0% |
| 5Y | -33.8% | +11.2% | -45.1% | -32.0% |
| 10Y | -21.1% | +191.8% | -212.9% | -2.2% |
| All | +69.8% | +1,321.0% | -1,251.2% | +185.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling