-12.6%
TLT vs ALLE
+211.7%
-224.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.4% |
| 7D | -3.1% | +3.6% | -6.7% | -3.0% |
| 30D | +1.0% | +25.9% | -24.8% | +1.8% |
| 3M | -2.7% | +15.8% | -18.5% | -2.3% |
| 6M | -4.1% | +48.1% | -52.2% | -2.7% |
| YTD | -5.4% | +22.0% | -27.3% | -4.7% |
| 1Y | -7.0% | +18.0% | -25.0% | -6.5% |
| 3Y | +2.8% | +93.1% | -90.2% | +7.2% |
| 5Y | -35.4% | +52.1% | -87.4% | -34.7% |
| All | -12.6% | +211.7% | -224.3% | -1.5% |
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