+45.3%
TLT vs BUD
+201.1%
-155.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -0.4% | +0.3% | -0.7% | -0.4% |
| 30D | -0.6% | -5.7% | +5.1% | -1.1% |
| 3M | -2.7% | +3.1% | -5.9% | -2.4% |
| 6M | -5.6% | +7.9% | -13.5% | -4.9% |
| YTD | -2.8% | +27.3% | -30.1% | -0.4% |
| 1Y | -1.4% | +37.8% | -39.2% | +1.8% |
| 3Y | -1.6% | +49.8% | -51.4% | +3.1% |
| 5Y | -33.8% | +43.8% | -77.7% | -30.5% |
| 10Y | -21.1% | -22.6% | +1.5% | -23.5% |
| All | +45.3% | +201.1% | -155.8% | +102.4% |
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