-1.1%
TLT vs BTI
+113.6%
-114.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +0.4% | -1.4% | +1.8% | +0.5% |
| 30D | -0.3% | -7.0% | +6.7% | +0.4% |
| 3M | -1.7% | -6.3% | +4.6% | -1.2% |
| 6M | -4.9% | -2.0% | -2.9% | -5.0% |
| YTD | -2.8% | +0.2% | -3.0% | -3.2% |
| 1Y | -4.2% | +3.8% | -8.0% | -4.9% |
| 3Y | -1.1% | +112.1% | -113.2% | -11.2% |
| All | -1.1% | +113.6% | -114.7% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 3y: compounded portfolio wealth divided by compounded BTI 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…
3y analysis · Full analysis span regression · 6 months rolling