-33.7%
TLT vs AME
+85.0%
-118.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +2.8% | -2.4% | +0.3% |
| 30D | -0.3% | -6.3% | +6.0% | -0.1% |
| 3M | -1.7% | +5.4% | -7.1% | -2.0% |
| 6M | -4.9% | +7.4% | -12.3% | -5.2% |
| YTD | -2.8% | +16.2% | -19.0% | -3.3% |
| 1Y | -4.2% | +26.8% | -31.0% | -5.0% |
| 3Y | -1.1% | +57.5% | -58.6% | -3.1% |
| 5Y | -33.7% | +84.8% | -118.6% | -35.6% |
| All | -33.7% | +85.0% | -118.7% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 5y: compounded portfolio wealth divided by compounded AME 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…
5y analysis · Full analysis span regression · 6 months rolling