+5.2%
TLT vs ALM
+3,507.4%
-3,502.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | 0.0% |
| 7D | +0.1% | -6.7% | +6.8% | +0.1% |
| 30D | +6.2% | -32.9% | +39.1% | +6.2% |
| 3M | -0.3% | -39.5% | +39.1% | -0.3% |
| 6M | -3.4% | -62.0% | +58.6% | -3.3% |
| YTD | -3.1% | -7.8% | +4.7% | -3.1% |
| 1Y | -5.2% | +26.7% | -31.9% | -5.3% |
| 3Y | +6.5% | +825.4% | -818.9% | +6.2% |
| 5Y | -34.7% | +401.2% | -435.9% | -34.9% |
| 10Y | -17.6% | +2,074.0% | -2,091.7% | -18.0% |
| All | +5.2% | +3,507.4% | -3,502.3% | +3.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling