+362.7%
GLW vs TLT
+5.1%
+357.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | -1.0% | +2.5% | +1.6% |
| 30D | -18.2% | +3.7% | -21.9% | -19.0% |
| 3M | -24.2% | -0.8% | -23.4% | -24.1% |
| 6M | -41.7% | -3.6% | -38.2% | -41.1% |
| YTD | +38.3% | -3.9% | +42.2% | +39.9% |
| 1Y | +38.2% | -6.2% | +44.4% | +40.3% |
| All | +362.7% | +5.1% | +357.6% | +366.7% |
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