-20.8%
TLT vs ADBE
+150.9%
-171.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.2% |
| 7D | -1.6% | -12.9% | +11.3% | -1.8% |
| 30D | -1.3% | -5.6% | +4.3% | -1.4% |
| 3M | -3.7% | +6.6% | -10.3% | -3.6% |
| 6M | -6.4% | -9.6% | +3.2% | -6.4% |
| YTD | -4.5% | -28.9% | +24.4% | -5.0% |
| 1Y | -5.9% | -28.9% | +23.1% | -6.3% |
| 3Y | -2.8% | -55.6% | +52.8% | -4.2% |
| 5Y | -35.1% | -62.2% | +27.2% | -37.1% |
| All | -20.8% | +150.9% | -171.7% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADBE.
Daily Out/Under-Performance
Portfolio return minus ADBE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADBE 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 ADBE 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