-12.2%
TLT vs ALM
+1,942.8%
-1,955.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | -1.4% |
| 7D | -2.7% | -4.0% | +1.3% | -2.7% |
| 30D | +2.2% | -30.5% | +32.7% | +2.5% |
| 3M | -1.7% | -46.9% | +45.2% | -1.2% |
| 6M | -4.0% | -65.5% | +61.6% | -3.1% |
| YTD | -4.9% | -13.4% | +8.4% | -5.1% |
| 1Y | -7.4% | +9.8% | -17.2% | -7.8% |
| 3Y | +3.0% | +783.1% | -780.1% | -0.1% |
| 5Y | -35.1% | +378.3% | -413.4% | -37.0% |
| All | -12.2% | +1,942.8% | -1,955.1% | -18.4% |
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