+307.7%
GLW vs TLT
+6.1%
+301.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | -13.9% | +0.1% | -14.0% | -14.0% |
| 30D | -35.0% | +6.2% | -41.2% | -36.0% |
| 3M | -32.4% | -0.3% | -32.0% | -32.2% |
| 6M | -41.3% | -3.4% | -38.0% | -40.7% |
| YTD | +21.8% | -3.1% | +25.0% | +23.1% |
| 1Y | +21.8% | -5.2% | +27.1% | +23.5% |
| 3Y | +307.7% | +6.5% | +301.2% | +308.0% |
| All | +307.7% | +6.1% | +301.5% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling