-20.7%
TLT vs ADM
+158.6%
-179.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -0.3% | +11.0% | -11.3% | +0.7% |
| 3M | -1.7% | +6.0% | -7.7% | -1.1% |
| 6M | -4.9% | +26.9% | -31.8% | -2.5% |
| YTD | -2.8% | +50.0% | -52.8% | +1.4% |
| 1Y | -4.2% | +39.6% | -43.8% | -0.8% |
| 3Y | -1.1% | +18.5% | -19.6% | +0.5% |
| 5Y | -33.7% | +62.6% | -96.3% | -27.7% |
| 10Y | -20.7% | +162.4% | -183.1% | -2.7% |
| All | -20.7% | +158.6% | -179.3% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling