-5.6%
TLT vs ADI
+76.5%
-82.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.9% |
| 7D | +1.0% | -5.1% | +6.1% | +1.1% |
| 30D | +6.0% | -3.1% | +9.1% | +6.1% |
| 3M | -0.9% | +7.1% | -8.1% | -1.2% |
| 6M | -2.3% | +2.9% | -5.2% | -2.7% |
| YTD | -3.3% | +51.1% | -54.4% | -5.2% |
| 1Y | -5.6% | +79.3% | -84.9% | -7.6% |
| All | -5.6% | +76.5% | -82.1% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 1y: compounded portfolio wealth divided by compounded ADI 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…
1y analysis · Full analysis span regression · 6 months rolling