-1.4%
TLT vs ALAB
+449.6%
-451.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.9% | +6.9% | 0.0% |
| 7D | +0.4% | +3.2% | -2.8% | +0.4% |
| 30D | -0.3% | -13.6% | +13.3% | -0.3% |
| 3M | -1.7% | -16.6% | +14.9% | -1.7% |
| 6M | -4.9% | +142.3% | -147.2% | -4.6% |
| YTD | -2.8% | +73.6% | -76.4% | -2.6% |
| 1Y | -4.2% | +33.7% | -37.9% | -4.0% |
| All | -1.4% | +449.6% | -451.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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