-34.5%
TLT vs ADBE
-61.3%
+26.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | +0.4% | -10.1% | +10.5% | +0.6% |
| 30D | -0.3% | -3.0% | +2.7% | -0.3% |
| 3M | -1.7% | +5.0% | -6.7% | -1.9% |
| 6M | -4.9% | -9.3% | +4.4% | -4.8% |
| YTD | -2.8% | -26.5% | +23.7% | -2.1% |
| 1Y | -4.2% | -28.3% | +24.1% | -3.5% |
| 3Y | -1.1% | -54.1% | +53.0% | +0.4% |
| All | -34.5% | -61.3% | +26.8% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling