-5.6%
TLT vs ADM
+29.8%
-35.4%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | +1.0% | -8.3% | +9.2% | +0.9% |
| 30D | +6.0% | -14.1% | +20.1% | +6.0% |
| 3M | -0.9% | -10.7% | +9.8% | -0.8% |
| 6M | -2.3% | -5.9% | +3.6% | -2.2% |
| YTD | -3.3% | +25.8% | -29.1% | -4.2% |
| 1Y | -5.6% | +21.3% | -26.9% | -6.3% |
| All | -5.6% | +29.8% | -35.4% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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