-4.2%
TLT vs BUD
+35.5%
-39.7%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.3% |
| 30D | -0.3% | -4.8% | +4.5% | +0.2% |
| 3M | -1.7% | +1.4% | -3.1% | -2.0% |
| 6M | -4.9% | +9.9% | -14.8% | -6.4% |
| YTD | -2.8% | +26.3% | -29.1% | -5.2% |
| 1Y | -4.2% | +36.1% | -40.4% | -8.1% |
| All | -4.2% | +35.5% | -39.7% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling