-20.7%
TLT vs W
+146.2%
-166.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | 0.0% |
| 7D | +0.4% | +6.5% | -6.1% | +0.3% |
| 30D | -0.3% | -6.2% | +5.9% | -0.2% |
| 3M | -1.7% | +48.9% | -50.6% | -2.3% |
| 6M | -4.9% | +31.2% | -36.1% | -5.4% |
| YTD | -2.8% | -0.4% | -2.4% | -3.1% |
| 1Y | -4.2% | +14.8% | -19.0% | -4.7% |
| 3Y | -1.1% | +40.5% | -41.6% | -2.5% |
| 5Y | -33.7% | -62.1% | +28.4% | -36.0% |
| 10Y | -20.7% | +141.5% | -162.2% | -18.0% |
| All | -20.7% | +146.2% | -166.9% | -18.0% |
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