+11.6%
TLT vs ALLE
+331.3%
-319.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.1% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | +6.0% | +20.6% | -14.6% | +7.1% |
| 3M | -0.9% | +11.4% | -12.3% | -0.3% |
| 6M | -2.6% | +42.5% | -45.2% | -0.6% |
| YTD | -3.1% | +18.9% | -22.0% | -2.1% |
| 1Y | -4.4% | +14.2% | -18.5% | -3.7% |
| 3Y | +5.5% | +90.7% | -85.2% | +11.3% |
| 5Y | -34.7% | +52.5% | -87.2% | -32.9% |
| 10Y | -17.6% | +231.2% | -248.8% | -1.8% |
| All | +11.6% | +331.3% | -319.7% | +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