-20.8%
TLT vs BTG
+158.3%
-179.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -1.0% |
| 7D | -1.6% | -5.5% | +3.9% | -1.3% |
| 30D | -1.3% | +6.1% | -7.4% | -1.6% |
| 3M | -3.7% | +38.6% | -42.4% | -5.3% |
| 6M | -6.4% | +0.7% | -7.0% | -6.8% |
| YTD | -4.5% | +20.3% | -24.8% | -5.9% |
| 1Y | -5.9% | +25.0% | -30.9% | -7.7% |
| 3Y | -2.8% | +97.3% | -100.1% | -7.7% |
| 5Y | -35.1% | +78.3% | -113.4% | -38.4% |
| All | -20.8% | +158.3% | -179.1% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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