-20.7%
TLT vs ADP
+269.5%
-290.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | -0.2% |
| 7D | +0.4% | -5.5% | +5.9% | +0.1% |
| 30D | -0.3% | -1.2% | +0.9% | -0.4% |
| 3M | -1.7% | +17.9% | -19.6% | -0.7% |
| 6M | -4.9% | +20.3% | -25.2% | -3.7% |
| YTD | -2.8% | +5.8% | -8.6% | -2.3% |
| 1Y | -4.2% | -7.7% | +3.5% | -4.6% |
| 3Y | -1.1% | +14.7% | -15.8% | +0.3% |
| 5Y | -33.7% | +45.8% | -79.5% | -30.4% |
| 10Y | -20.7% | +270.5% | -291.2% | -11.0% |
| All | -20.7% | +269.5% | -290.2% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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