-33.7%
TLT vs ALB
-43.6%
+9.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | +0.4% | -4.4% | +4.8% | +0.4% |
| 30D | -0.3% | -1.2% | +0.9% | -0.3% |
| 3M | -1.7% | -13.3% | +11.6% | -1.7% |
| 6M | -4.9% | -19.8% | +14.9% | -4.8% |
| YTD | -2.8% | -7.9% | +5.1% | -2.8% |
| 1Y | -4.2% | +60.2% | -64.4% | -4.6% |
| 3Y | -1.1% | -26.4% | +25.3% | -2.3% |
| 5Y | -33.7% | -42.5% | +8.8% | -34.5% |
| All | -33.7% | -43.6% | +9.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling