-4.2%
TLT vs ADM
+38.4%
-42.6%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -0.1% |
| 3M | -1.7% | +6.0% | -7.7% | -1.5% |
| 6M | -4.9% | +26.9% | -31.8% | -4.7% |
| YTD | -2.8% | +50.0% | -52.8% | -2.8% |
| 1Y | -4.2% | +39.6% | -43.8% | -4.4% |
| All | -4.2% | +38.4% | -42.6% | -4.4% |
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