+6.9%
TLT vs ADM
+6.1%
+0.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.1% | -9.0% | +9.1% | +0.2% |
| 30D | +6.2% | -14.0% | +20.2% | +6.4% |
| 3M | +0.1% | -9.2% | +9.2% | +0.2% |
| 6M | -3.0% | -9.2% | +6.2% | -2.8% |
| YTD | -2.7% | +24.2% | -27.0% | -3.2% |
| 1Y | -4.8% | +27.0% | -31.8% | -5.4% |
| 3Y | +6.9% | +6.6% | +0.3% | +8.0% |
| All | +6.9% | +6.1% | +0.8% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling