-12.5%
TLT vs BUD
-8.7%
-3.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | +0.1% |
| 7D | +0.3% | +1.3% | -1.1% | +0.3% |
| 30D | +5.1% | +10.0% | -4.9% | +5.4% |
| 3M | -0.2% | +1.6% | -1.8% | -0.2% |
| 6M | -2.9% | +6.5% | -9.4% | -2.7% |
| YTD | -2.7% | +34.8% | -37.5% | -1.6% |
| 1Y | -4.6% | +36.5% | -41.1% | -3.5% |
| 3Y | +6.1% | +49.0% | -42.9% | +7.9% |
| 5Y | -35.1% | +51.7% | -86.8% | -33.8% |
| 10Y | -12.5% | -7.5% | -4.9% | -10.5% |
| All | -12.5% | -8.7% | -3.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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