-4.0%
TLT vs ALAB
+322.1%
-326.1%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | -0.4% |
| 7D | -3.1% | +16.3% | -19.4% | -3.1% |
| 30D | +1.0% | -26.1% | +27.2% | +1.0% |
| 3M | -2.7% | -31.3% | +28.6% | -2.7% |
| 6M | -4.1% | -1.0% | -3.1% | -4.1% |
| YTD | -5.4% | +33.3% | -38.7% | -5.2% |
| 1Y | -7.0% | +53.5% | -60.6% | -6.8% |
| All | -4.0% | +322.1% | -326.1% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling