+131.2%
TLT vs WFC
+611.2%
-480.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.3% |
| 7D | -0.4% | +3.8% | -4.2% | 0.0% |
| 30D | -0.6% | +1.5% | -2.0% | -0.4% |
| 3M | -2.7% | +10.9% | -13.6% | -1.6% |
| 6M | -5.6% | +8.4% | -14.1% | -4.7% |
| YTD | -2.8% | -1.9% | -0.9% | -2.8% |
| 1Y | -1.4% | +12.3% | -13.8% | +0.1% |
| 3Y | -1.6% | +132.3% | -133.9% | +9.1% |
| 5Y | -33.8% | +130.1% | -163.9% | -25.8% |
| 10Y | -21.1% | +134.4% | -155.5% | -7.4% |
| All | +131.2% | +611.2% | -480.0% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling