-20.7%
TLT vs ALM
+3,219.4%
-3,240.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.8% | -8.8% | -0.1% |
| 7D | +0.4% | +8.4% | -8.0% | +0.3% |
| 30D | -0.3% | +34.8% | -35.1% | -0.6% |
| 3M | -1.7% | +16.2% | -18.0% | -2.0% |
| 6M | -4.9% | +2.1% | -7.0% | -5.1% |
| YTD | -2.8% | +117.0% | -119.8% | -3.7% |
| 1Y | -4.2% | +313.9% | -318.1% | -5.7% |
| 3Y | -1.1% | +2,327.9% | -2,329.0% | -4.7% |
| 5Y | -33.7% | +1,040.6% | -1,074.4% | -36.0% |
| 10Y | -20.7% | +3,219.4% | -3,240.1% | -25.8% |
| All | -20.7% | +3,219.4% | -3,240.1% | -25.8% |
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