+131.4%
TLT vs ADM
+963.4%
-832.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.3% | -7.8% | +8.1% | -0.5% |
| 30D | +5.1% | -12.6% | +17.7% | +3.7% |
| 3M | -0.2% | -8.2% | +8.0% | -1.0% |
| 6M | -2.9% | -8.9% | +6.0% | -3.6% |
| YTD | -2.7% | +24.0% | -26.7% | -0.1% |
| 1Y | -4.6% | +26.2% | -30.7% | -1.9% |
| 3Y | +6.1% | +7.0% | -0.9% | +8.0% |
| 5Y | -35.1% | +24.9% | -60.0% | -32.0% |
| 10Y | -12.5% | +102.6% | -115.1% | -0.5% |
| All | +131.4% | +963.4% | -832.0% | +208.7% |
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 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