-5.6%
TLT vs BTSG
+111.7%
-117.3%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +1.0% | +17.4% | -16.4% | +0.3% |
| 30D | +6.0% | +12.6% | -6.6% | +5.5% |
| 3M | -0.9% | +11.2% | -12.1% | -1.3% |
| 6M | -2.3% | +30.4% | -32.6% | -3.5% |
| YTD | -3.3% | +86.4% | -89.7% | -5.9% |
| 1Y | -5.6% | +117.9% | -123.5% | -9.0% |
| All | -5.6% | +111.7% | -117.3% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling