-3.9%
TLT vs ADVB
-97.4%
+93.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.3% |
| 7D | -0.3% | -4.1% | +3.8% | -0.3% |
| 30D | +3.7% | -60.3% | +64.0% | +3.7% |
| 3M | -0.7% | -73.3% | +72.7% | -0.6% |
| 6M | -4.2% | -65.9% | +61.7% | -4.4% |
| YTD | -4.0% | -63.9% | +59.9% | -4.4% |
| 1Y | -5.8% | -74.1% | +68.3% | -6.0% |
| All | -3.9% | -97.4% | +93.4% | +1.2% |
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