-12.6%
TLT vs WING
+620.3%
-632.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.1% | -2.5% | -0.6% | -3.1% |
| 30D | +1.0% | +29.5% | -28.5% | +0.6% |
| 3M | -2.7% | +40.2% | -42.9% | -3.3% |
| 6M | -4.1% | +32.7% | -36.9% | -4.7% |
| YTD | -5.4% | -32.8% | +27.4% | -5.1% |
| 1Y | -7.0% | -31.7% | +24.7% | -6.8% |
| 3Y | +2.8% | -24.7% | +27.6% | +2.2% |
| 5Y | -35.4% | -0.5% | -34.9% | -36.5% |
| All | -12.6% | +620.3% | -632.9% | -9.2% |
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