-2.1%
TLT vs W
+210.4%
-212.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.1% | -3.6% | +3.7% | +0.1% |
| 30D | +6.2% | +7.0% | -0.8% | +6.1% |
| 3M | +0.1% | +7.4% | -7.3% | 0.0% |
| 6M | -3.0% | +69.3% | -72.3% | -3.4% |
| YTD | -2.7% | +11.3% | -14.0% | -3.0% |
| 1Y | -4.8% | +13.2% | -18.1% | -5.1% |
| 3Y | +6.9% | +142.0% | -135.1% | +6.0% |
| 5Y | -34.5% | -54.6% | +20.2% | -36.4% |
| 10Y | -17.3% | +243.7% | -261.0% | -13.6% |
| All | -2.1% | +210.4% | -212.5% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling