-12.2%
TLT vs W
+211.1%
-223.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.4% |
| 7D | -2.7% | -1.7% | -1.0% | -2.7% |
| 30D | +2.2% | +3.2% | -1.1% | +2.1% |
| 3M | -1.7% | +8.3% | -10.0% | -1.9% |
| 6M | -4.0% | +84.3% | -88.2% | -4.9% |
| YTD | -4.9% | +11.0% | -16.0% | -5.4% |
| 1Y | -7.4% | -0.2% | -7.2% | -7.7% |
| 3Y | +3.0% | +157.9% | -154.9% | +1.3% |
| 5Y | -35.1% | -56.8% | +21.7% | -37.5% |
| All | -12.2% | +211.1% | -223.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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