-1.4%
TLT vs ALNY
-40.8%
+39.4%
-8.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.4% | +12.2% | -12.7% | -0.7% |
| 30D | -0.6% | +16.3% | -16.9% | -0.9% |
| 3M | -2.7% | -12.4% | +9.6% | -2.8% |
| 6M | -5.6% | -18.7% | +13.1% | -5.5% |
| YTD | -2.8% | -33.1% | +30.3% | -2.1% |
| 1Y | -1.4% | -41.3% | +39.9% | -0.1% |
| All | -1.4% | -40.8% | +39.4% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 1y: compounded portfolio wealth divided by compounded ALNY 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…
1y analysis · Full analysis span regression · 6 months rolling