-0.7%
TLT vs ALM
+2,118.4%
-2,119.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -0.4% | -2.6% | +2.2% | -0.4% |
| 30D | -0.6% | +32.0% | -32.6% | -1.1% |
| 3M | -2.7% | -15.0% | +12.3% | -2.7% |
| 6M | -5.6% | -10.1% | +4.5% | -5.8% |
| YTD | -2.8% | +99.4% | -102.2% | -4.4% |
| 1Y | -1.4% | +316.4% | -317.8% | -4.7% |
| All | -0.7% | +2,118.4% | -2,119.1% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling