-7.0%
TLT vs W
+0.7%
-7.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | +1.0% | +6.8% | -5.8% | +0.6% |
| 3M | -2.7% | +10.7% | -13.4% | -3.3% |
| 6M | -4.1% | +86.3% | -90.5% | -7.1% |
| YTD | -5.4% | +11.5% | -16.8% | -7.4% |
| 1Y | -7.0% | +5.1% | -12.1% | -9.0% |
| All | -7.0% | +0.7% | -7.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling