-7.0%
TLT vs ALLE
+15.3%
-22.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.1% | +3.6% | -6.7% | -3.5% |
| 30D | +1.0% | +25.9% | -24.8% | -1.4% |
| 3M | -2.7% | +15.8% | -18.5% | -4.4% |
| 6M | -4.1% | +48.1% | -52.2% | -7.7% |
| YTD | -5.4% | +22.0% | -27.3% | -8.7% |
| 1Y | -7.0% | +18.0% | -25.0% | -10.0% |
| All | -7.0% | +15.3% | -22.3% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling