+6.5%
TLT vs ALLE
+90.7%
-84.2%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.6% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +6.0% | +20.6% | -14.6% | +3.5% |
| 3M | -0.9% | +11.4% | -12.3% | -2.4% |
| 6M | -2.6% | +42.5% | -45.2% | -7.0% |
| YTD | -3.1% | +18.9% | -22.0% | -5.8% |
| 1Y | -4.4% | +14.2% | -18.5% | -6.5% |
| All | +6.5% | +90.7% | -84.2% | -3.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling