-12.5%
TLT vs ALLE
+233.6%
-246.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.7% | +0.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.3% |
| 30D | +5.1% | +26.6% | -21.5% | +6.0% |
| 3M | -0.2% | +13.2% | -13.4% | +0.2% |
| 6M | -2.9% | +42.9% | -45.8% | -1.6% |
| YTD | -2.7% | +21.0% | -23.7% | -2.0% |
| 1Y | -4.6% | +15.2% | -19.8% | -4.2% |
| 3Y | +6.1% | +95.6% | -89.5% | +10.8% |
| 5Y | -35.1% | +53.4% | -88.6% | -34.3% |
| 10Y | -12.5% | +221.5% | -234.0% | -0.8% |
| All | -12.5% | +233.6% | -246.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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