-12.6%
TLT vs ADI
+631.6%
-644.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.3% | -0.5% |
| 7D | -3.1% | +9.5% | -12.6% | -2.7% |
| 30D | +1.0% | -1.4% | +2.4% | +1.1% |
| 3M | -2.7% | +4.7% | -7.4% | -2.4% |
| 6M | -4.1% | -7.4% | +3.3% | -4.3% |
| YTD | -5.4% | +48.1% | -53.4% | -3.2% |
| 1Y | -7.0% | +69.6% | -76.7% | -4.3% |
| 3Y | +2.8% | +144.4% | -141.5% | +9.0% |
| 5Y | -35.4% | +134.1% | -169.5% | -31.5% |
| All | -12.6% | +631.6% | -644.2% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling