-5.6%
TLT vs FWONK
+0.2%
-5.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.5% |
| 7D | +1.0% | +8.9% | -7.9% | +0.3% |
| 30D | +6.0% | +4.1% | +1.9% | +5.7% |
| 3M | -0.9% | +2.6% | -3.5% | -1.1% |
| 6M | -2.3% | +12.2% | -14.5% | -3.3% |
| YTD | -3.3% | +0.4% | -3.7% | -4.3% |
| 1Y | -5.6% | -1.8% | -3.8% | -6.0% |
| All | -5.6% | +0.2% | -5.8% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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