-18.9%
TLT vs TW
+209.8%
-228.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.2% |
| 7D | -1.6% | -2.7% | +1.2% | -1.6% |
| 30D | -1.3% | -1.7% | +0.4% | -1.3% |
| 3M | -3.7% | +1.6% | -5.3% | -3.7% |
| 6M | -6.4% | -17.7% | +11.3% | -6.3% |
| YTD | -4.5% | -4.3% | -0.1% | -4.4% |
| 1Y | -5.9% | -13.1% | +7.2% | -5.9% |
| 3Y | -2.8% | +20.3% | -23.1% | -2.4% |
| 5Y | -35.1% | +22.0% | -57.0% | -35.3% |
| All | -18.9% | +209.8% | -228.7% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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