+4.1%
TLT vs TW
+41.9%
-37.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.3% |
| 7D | -0.3% | +3.1% | -3.4% | -0.3% |
| 30D | +3.7% | +16.7% | -13.0% | +3.8% |
| 3M | -0.7% | +25.2% | -25.8% | -0.5% |
| 6M | -4.2% | +19.5% | -23.6% | -3.9% |
| YTD | -4.0% | +21.0% | -25.0% | -3.7% |
| 1Y | -5.8% | +19.0% | -24.8% | -5.6% |
| 3Y | +4.1% | +40.7% | -36.6% | +10.4% |
| All | +4.1% | +41.9% | -37.8% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling