-35.1%
TLT vs ITW
+35.1%
-70.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.4% |
| 30D | -1.3% | -9.5% | +8.2% | -0.6% |
| 3M | -3.7% | +6.6% | -10.4% | -4.2% |
| 6M | -6.4% | -1.8% | -4.6% | -6.3% |
| YTD | -4.5% | +9.0% | -13.5% | -5.1% |
| 1Y | -5.9% | +3.6% | -9.4% | -6.2% |
| 3Y | -2.8% | +19.4% | -22.2% | -4.3% |
| 5Y | -35.1% | +36.4% | -71.5% | -37.0% |
| All | -35.1% | +35.1% | -70.2% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 5y: compounded portfolio wealth divided by compounded ITW 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…
5y analysis · Full analysis span regression · 6 months rolling