-3.7%
TLT vs ADI
+48.2%
-51.9%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.4% | +2.4% | -2.0% | +0.3% |
| 30D | -0.3% | -6.6% | +6.3% | -0.1% |
| 3M | -1.7% | -9.8% | +8.1% | -1.6% |
| 6M | -4.9% | +15.7% | -20.6% | -5.0% |
| YTD | -2.8% | +35.1% | -37.9% | -2.5% |
| All | -3.7% | +48.2% | -51.9% | -3.6% |
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