-34.5%
TLT vs ALB
-64.0%
+29.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.4% |
| 7D | -3.1% | -5.8% | +2.7% | -3.1% |
| 30D | +1.0% | -4.5% | +5.6% | +1.1% |
| 3M | -2.7% | -28.1% | +25.4% | -2.5% |
| 6M | -4.1% | -53.2% | +49.0% | -3.8% |
| YTD | -5.4% | -33.3% | +28.0% | -5.2% |
| 1Y | -7.0% | -17.4% | +10.4% | -7.0% |
| 3Y | +2.8% | -14.1% | +17.0% | +2.5% |
| All | -34.5% | -64.0% | +29.4% | -36.3% |
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