-35.4%
TLT vs BTDR
+19.6%
-55.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | +0.1% |
| 7D | -1.6% | -3.4% | +1.8% | -1.6% |
| 30D | -1.1% | +32.6% | -33.7% | -1.2% |
| 3M | -4.9% | -32.2% | +27.4% | -4.8% |
| 6M | -5.0% | +52.4% | -57.4% | -5.1% |
| YTD | -4.4% | +6.7% | -11.1% | -4.4% |
| 1Y | -6.4% | -15.2% | +8.9% | -6.5% |
| 3Y | -2.0% | +14.9% | -16.9% | -2.9% |
| 5Y | -35.0% | +20.8% | -55.8% | -36.4% |
| All | -35.4% | +19.6% | -55.0% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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