+125.1%
TLT vs ADBE
+1,832.8%
-1,707.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADBE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.3% |
| 7D | -3.1% | +1.6% | -4.7% | -3.0% |
| 30D | +1.0% | +1.0% | 0.0% | +1.1% |
| 3M | -2.7% | -10.1% | +7.4% | -3.3% |
| 6M | -4.1% | +3.0% | -7.1% | -3.6% |
| YTD | -5.4% | -30.5% | +25.2% | -7.3% |
| 1Y | -7.0% | -27.1% | +20.1% | -8.6% |
| 3Y | +2.8% | -58.8% | +61.7% | -2.4% |
| 5Y | -35.4% | -63.0% | +27.7% | -39.0% |
| 10Y | -13.1% | +134.5% | -147.6% | +1.6% |
| All | +125.1% | +1,832.8% | -1,707.7% | +242.1% |
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