-34.3%
TLT vs ADI
+115.4%
-149.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | +0.1% | -12.8% | +12.9% | +0.4% |
| 30D | +6.2% | -11.3% | +17.5% | +6.4% |
| 3M | +0.1% | -3.4% | +3.4% | 0.0% |
| 6M | -3.0% | -12.0% | +9.1% | -2.8% |
| YTD | -2.7% | +35.3% | -38.0% | -3.7% |
| 1Y | -4.8% | +58.1% | -62.9% | -6.1% |
| 3Y | +6.9% | +127.4% | -120.4% | +3.5% |
| All | -34.3% | +115.4% | -149.7% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling