-19.3%
TLT vs TW
+298.0%
-317.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.5% |
| 7D | -2.7% | +3.2% | -5.9% | -2.7% |
| 30D | +2.2% | +19.7% | -17.5% | +2.2% |
| 3M | -1.7% | +26.8% | -28.6% | -1.6% |
| 6M | -4.0% | +20.9% | -24.8% | -3.8% |
| YTD | -4.9% | +22.9% | -27.8% | -4.8% |
| 1Y | -7.4% | +20.4% | -27.7% | -7.2% |
| 3Y | +3.0% | +42.9% | -39.8% | +3.6% |
| 5Y | -35.1% | +40.2% | -75.3% | -35.6% |
| All | -19.3% | +298.0% | -317.3% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling