-2.7%
TLT vs ADVB
-88.3%
+85.6%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -0.4% | -3.8% | +3.3% | -0.4% |
| 30D | -0.6% | +17.6% | -18.1% | -0.6% |
| 3M | -2.7% | +119.1% | -121.9% | -3.2% |
| 6M | -5.6% | +103.4% | -109.0% | -6.3% |
| YTD | -2.8% | +59.8% | -62.6% | -3.3% |
| 1Y | -1.4% | +8.5% | -10.0% | -1.8% |
| All | -2.7% | -88.3% | +85.6% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling