+131.2%
TLT vs ADBE
+2,019.1%
-1,887.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | -0.3% |
| 7D | -0.4% | -8.6% | +8.2% | -1.0% |
| 30D | -0.6% | +2.8% | -3.3% | -0.3% |
| 3M | -2.7% | +3.1% | -5.9% | -2.3% |
| 6M | -5.6% | -2.4% | -3.2% | -5.5% |
| YTD | -2.8% | -23.9% | +21.1% | -4.3% |
| 1Y | -1.4% | -22.6% | +21.2% | -2.8% |
| 3Y | -1.6% | -52.7% | +51.1% | -5.7% |
| 5Y | -33.8% | -60.0% | +26.2% | -37.2% |
| 10Y | -21.1% | +157.3% | -178.5% | -7.2% |
| All | +131.2% | +2,019.1% | -1,887.9% | +253.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling