-34.8%
TLT vs ALLE
+53.5%
-88.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +3.7% | +25.9% | -22.2% | +1.1% |
| 3M | -0.7% | +14.9% | -15.5% | -2.3% |
| 6M | -4.2% | +42.1% | -46.3% | -7.9% |
| YTD | -4.0% | +20.4% | -24.3% | -6.3% |
| 1Y | -5.8% | +14.9% | -20.7% | -7.7% |
| 3Y | +4.1% | +90.1% | -86.0% | -3.4% |
| 5Y | -34.8% | +53.0% | -87.8% | -40.7% |
| All | -34.8% | +53.5% | -88.3% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling