+44.8%
TLT vs BUD
+214.6%
-169.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | +4.5% | -4.4% | +0.5% |
| 30D | +6.2% | +12.5% | -6.3% | +7.3% |
| 3M | -0.3% | 0.0% | -0.3% | -0.3% |
| 6M | -3.4% | +3.8% | -7.1% | -3.0% |
| YTD | -3.1% | +33.1% | -36.2% | -0.3% |
| 1Y | -5.2% | +35.5% | -40.7% | -2.3% |
| 3Y | +6.5% | +49.4% | -42.9% | +11.4% |
| 5Y | -34.7% | +48.0% | -82.8% | -31.4% |
| 10Y | -17.6% | -8.6% | -9.0% | -17.7% |
| All | +44.8% | +214.6% | -169.8% | +102.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling