+526.0%
GLW vs TLT
-12.6%
+538.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.5% |
| 7D | +7.7% | -3.1% | +10.8% | +6.5% |
| 30D | -18.8% | +1.0% | -19.9% | -18.4% |
| 3M | -27.7% | -2.7% | -25.0% | -28.3% |
| 6M | -44.4% | -4.1% | -40.3% | -45.3% |
| YTD | +31.3% | -5.4% | +36.6% | +28.6% |
| 1Y | +40.0% | -7.0% | +47.1% | +36.2% |
| 3Y | +339.2% | +2.8% | +336.4% | +349.9% |
| 5Y | +229.2% | -35.4% | +264.5% | +136.3% |
| All | +526.0% | -12.6% | +538.5% | +472.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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