-17.5%
TLT vs ALC
+21.6%
-39.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | +0.4% | -3.7% | +4.1% | +0.5% |
| 30D | -0.3% | -3.7% | +3.4% | -0.2% |
| 3M | -1.7% | +4.6% | -6.3% | -1.8% |
| 6M | -4.9% | -14.6% | +9.7% | -4.7% |
| YTD | -2.8% | -11.9% | +9.1% | -2.6% |
| 1Y | -4.2% | -13.1% | +8.9% | -4.0% |
| 3Y | -1.1% | -15.0% | +13.9% | -1.0% |
| 5Y | -33.7% | -16.2% | -17.5% | -34.5% |
| All | -17.5% | +21.6% | -39.1% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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