+128.4%
TLT vs ADI
+2,597.5%
-2,469.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | -6.3% | +6.0% | -0.8% |
| 30D | +3.7% | -3.2% | +6.9% | +3.6% |
| 3M | -0.7% | +2.8% | -3.4% | -0.2% |
| 6M | -4.2% | -5.0% | +0.8% | -4.3% |
| YTD | -4.0% | +46.3% | -50.3% | +0.3% |
| 1Y | -5.8% | +71.6% | -77.5% | -0.1% |
| 3Y | +4.1% | +139.2% | -135.1% | +15.7% |
| 5Y | -34.8% | +136.4% | -171.2% | -27.0% |
| 10Y | -12.3% | +636.2% | -648.6% | +17.7% |
| All | +128.4% | +2,597.5% | -2,469.1% | +295.5% |
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