-19.8%
TLT vs WFC
+138.6%
-158.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.3% |
| 7D | -0.3% | +0.4% | -0.7% | -0.2% |
| 30D | 0.0% | +2.5% | -2.5% | +0.3% |
| 3M | -2.9% | +10.0% | -12.9% | -1.6% |
| 6M | -6.3% | +15.1% | -21.3% | -4.4% |
| YTD | -3.3% | -2.2% | -1.1% | -3.4% |
| 1Y | -4.2% | +13.5% | -17.7% | -2.2% |
| 3Y | -1.7% | +135.2% | -136.9% | +13.1% |
| 5Y | -34.9% | +128.3% | -163.2% | -24.1% |
| 10Y | -19.8% | +142.4% | -162.2% | +3.8% |
| All | -19.8% | +138.6% | -158.4% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WFC.
Daily Out/Under-Performance
Portfolio return minus WFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WFC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded WFC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling