+128.5%
TLT vs WFC
+582.2%
-453.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | +0.1% |
| 7D | -1.0% | -1.3% | +0.3% | -1.2% |
| 30D | +3.7% | +3.6% | +0.1% | +4.1% |
| 3M | -0.8% | -1.3% | +0.5% | -0.9% |
| 6M | -3.6% | +18.0% | -21.5% | -1.7% |
| YTD | -3.9% | -5.9% | +1.9% | -4.3% |
| 1Y | -6.2% | +1.8% | -8.0% | -5.8% |
| 3Y | +4.2% | +125.0% | -120.9% | +15.1% |
| 5Y | -34.7% | +92.0% | -126.6% | -28.2% |
| 10Y | -11.8% | +117.9% | -129.7% | +2.8% |
| All | +128.5% | +582.2% | -453.7% | +230.6% |
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