-12.5%
TLT vs ALM
+2,221.4%
-2,233.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.1% | -8.0% | 0.0% |
| 7D | +0.3% | +0.7% | -0.5% | +0.3% |
| 30D | +5.1% | -26.1% | +31.2% | +5.4% |
| 3M | -0.2% | -38.1% | +37.9% | +0.2% |
| 6M | -2.9% | -55.4% | +52.5% | -2.3% |
| YTD | -2.7% | -0.4% | -2.3% | -3.0% |
| 1Y | -4.6% | +25.4% | -30.0% | -5.1% |
| 3Y | +6.1% | +907.8% | -901.7% | +2.6% |
| 5Y | -35.1% | +440.2% | -475.3% | -37.2% |
| 10Y | -12.5% | +2,031.1% | -2,043.6% | -19.0% |
| All | -12.5% | +2,221.4% | -2,233.9% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling