+130.4%
TLT vs ALB
+854.1%
-723.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | +0.1% |
| 7D | +0.1% | +9.1% | -9.0% | +0.8% |
| 30D | +6.2% | -3.4% | +9.6% | +5.9% |
| 3M | -0.3% | -20.6% | +20.3% | -2.0% |
| 6M | -3.4% | -48.2% | +44.8% | -8.1% |
| YTD | -3.1% | -29.2% | +26.1% | -4.9% |
| 1Y | -5.2% | +10.0% | -15.2% | -3.1% |
| 3Y | +6.5% | -12.9% | +19.4% | +9.2% |
| 5Y | -34.7% | -61.3% | +26.6% | -37.3% |
| 10Y | -17.6% | +35.8% | -53.4% | +0.6% |
| All | +130.4% | +854.1% | -723.7% | +292.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling