-17.5%
TLT vs ALC
+31.8%
-49.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | +0.1% | +4.9% | -4.8% | 0.0% |
| 30D | +6.2% | +19.0% | -12.8% | +5.8% |
| 3M | +0.1% | +7.8% | -7.7% | -0.1% |
| 6M | -3.0% | +14.6% | -17.5% | -3.3% |
| YTD | -2.7% | -4.4% | +1.7% | -2.8% |
| 1Y | -4.8% | +1.4% | -6.2% | -4.9% |
| 3Y | +6.9% | +2.5% | +4.4% | +7.2% |
| 5Y | -34.5% | -10.9% | -23.6% | -35.6% |
| All | -17.5% | +31.8% | -49.3% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling