-20.7%
TLT vs FWONK
+340.2%
-360.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -1.1% | -7.7% | +6.6% | -1.5% |
| 3M | -4.9% | +5.7% | -10.6% | -4.6% |
| 6M | -5.0% | +13.5% | -18.5% | -4.4% |
| YTD | -4.4% | -3.0% | -1.4% | -4.5% |
| 1Y | -6.4% | -6.4% | 0.0% | -6.6% |
| 3Y | -2.0% | +43.8% | -45.8% | +0.4% |
| 5Y | -35.0% | +98.6% | -133.6% | -31.3% |
| All | -20.7% | +340.2% | -360.9% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling