-20.7%
TLT vs ACM
+128.0%
-148.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | -0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.3% | -12.9% | +12.6% | -1.2% |
| 3M | -1.7% | -6.4% | +4.6% | -2.1% |
| 6M | -4.9% | -29.2% | +24.3% | -7.2% |
| YTD | -2.8% | -29.9% | +27.2% | -5.1% |
| 1Y | -4.2% | -47.3% | +43.1% | -8.5% |
| 3Y | -1.1% | -19.6% | +18.5% | -1.6% |
| 5Y | -33.7% | +5.5% | -39.2% | -31.5% |
| 10Y | -20.7% | +129.7% | -150.4% | -4.6% |
| All | -20.7% | +128.0% | -148.6% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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