+131.2%
TLT vs ADI
+2,384.5%
-2,253.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.3% |
| 7D | -0.4% | +0.4% | -0.9% | -0.4% |
| 30D | -0.6% | -3.8% | +3.2% | -0.9% |
| 3M | -2.7% | -15.3% | +12.5% | -4.1% |
| 6M | -5.6% | +6.7% | -12.3% | -4.7% |
| YTD | -2.8% | +34.8% | -37.5% | +0.5% |
| 1Y | -1.4% | +49.0% | -50.5% | +3.1% |
| 3Y | -1.6% | +108.1% | -109.7% | +7.6% |
| 5Y | -33.8% | +142.4% | -176.3% | -25.6% |
| 10Y | -21.1% | +589.9% | -611.1% | +5.1% |
| All | +131.2% | +2,384.5% | -2,253.3% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling