+131.2%
TLT vs ADM
+1,188.3%
-1,057.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -0.4% | +3.8% | -4.2% | 0.0% |
| 30D | -0.6% | +9.8% | -10.3% | +0.4% |
| 3M | -2.7% | +2.1% | -4.9% | -2.4% |
| 6M | -5.6% | +27.5% | -33.1% | -3.0% |
| YTD | -2.8% | +50.2% | -53.0% | +1.7% |
| 1Y | -1.4% | +40.6% | -42.0% | +2.5% |
| 3Y | -1.6% | +17.2% | -18.8% | +1.0% |
| 5Y | -33.8% | +61.9% | -95.7% | -28.7% |
| 10Y | -21.1% | +159.3% | -180.4% | -8.0% |
| All | +131.2% | +1,188.3% | -1,057.1% | +214.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling