-0.7%
TLT vs WFC
+137.6%
-138.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | -0.4% | +3.8% | -4.2% | -0.4% |
| 30D | -0.6% | +1.5% | -2.0% | -0.6% |
| 3M | -2.7% | +10.9% | -13.6% | -2.7% |
| 6M | -5.6% | +8.4% | -14.1% | -5.6% |
| YTD | -2.8% | -1.9% | -0.9% | -2.9% |
| 1Y | -1.4% | +12.3% | -13.8% | -1.4% |
| All | -0.7% | +137.6% | -138.3% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling