-12.5%
TLT vs ALB
+38.2%
-50.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | 0.0% |
| 7D | +0.3% | +9.5% | -9.2% | +0.6% |
| 30D | +5.1% | -2.1% | +7.2% | +5.0% |
| 3M | -0.2% | -24.1% | +24.0% | -1.2% |
| 6M | -2.9% | -51.0% | +48.1% | -5.5% |
| YTD | -2.7% | -29.3% | +26.6% | -3.5% |
| 1Y | -4.6% | +3.2% | -7.8% | -3.7% |
| 3Y | +6.1% | -9.3% | +15.4% | +7.8% |
| 5Y | -35.1% | -61.6% | +26.5% | -37.3% |
| 10Y | -12.5% | +40.8% | -53.3% | +4.4% |
| All | -12.5% | +38.2% | -50.7% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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