+131.2%
TLT vs ALB
+1,109.9%
-978.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.4% | +4.6% | -0.2% |
| 7D | -0.4% | -8.1% | +7.6% | -1.1% |
| 30D | -0.6% | +6.3% | -6.8% | 0.0% |
| 3M | -2.7% | -23.6% | +20.8% | -4.6% |
| 6M | -5.6% | -24.6% | +19.0% | -7.3% |
| YTD | -2.8% | -10.3% | +7.5% | -2.8% |
| 1Y | -1.4% | +61.5% | -62.9% | +4.3% |
| 3Y | -1.6% | -34.0% | +32.4% | -2.8% |
| 5Y | -33.8% | -44.6% | +10.8% | -34.1% |
| 10Y | -21.1% | +76.1% | -97.2% | -1.6% |
| All | +131.2% | +1,109.9% | -978.7% | +300.8% |
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