-19.8%
TLT vs WING
+359.3%
-379.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | -0.3% | -2.3% | +2.0% | -0.2% |
| 30D | 0.0% | -5.6% | +5.6% | 0.0% |
| 3M | -2.9% | -22.9% | +20.0% | -2.5% |
| 6M | -6.3% | -50.4% | +44.2% | -5.4% |
| YTD | -3.3% | -53.3% | +50.0% | -2.4% |
| 1Y | -4.2% | -61.2% | +57.0% | -3.1% |
| 3Y | -1.7% | -30.1% | +28.4% | -2.2% |
| 5Y | -34.9% | -35.0% | +0.1% | -35.6% |
| 10Y | -19.8% | +375.5% | -395.3% | -17.0% |
| All | -19.8% | +359.3% | -379.1% | -17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling