+11.6%
TLT vs ALLE
+327.3%
-315.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | -0.1% |
| 7D | +0.1% | -0.6% | +0.7% | +0.1% |
| 30D | +6.2% | +25.3% | -19.2% | +7.5% |
| 3M | -0.3% | +10.3% | -10.6% | +0.2% |
| 6M | -3.4% | +38.0% | -41.4% | -1.5% |
| YTD | -3.1% | +17.8% | -20.9% | -2.2% |
| 1Y | -5.2% | +13.6% | -18.8% | -4.6% |
| 3Y | +6.5% | +89.2% | -82.7% | +12.4% |
| 5Y | -34.7% | +51.1% | -85.8% | -33.0% |
| 10Y | -17.6% | +228.1% | -245.7% | -1.8% |
| All | +11.6% | +327.3% | -315.7% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling