-12.5%
TLT vs WING
+742.9%
-755.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.4% | -8.3% | -0.1% |
| 7D | +0.3% | +8.6% | -8.3% | +0.1% |
| 30D | +5.1% | +44.8% | -39.7% | +4.4% |
| 3M | -0.2% | +51.9% | -52.1% | -1.0% |
| 6M | -2.9% | +37.2% | -40.1% | -3.6% |
| YTD | -2.7% | -25.3% | +22.6% | -2.6% |
| 1Y | -4.6% | -25.1% | +20.5% | -4.5% |
| 3Y | +6.1% | -12.9% | +19.0% | +5.2% |
| 5Y | -35.1% | +12.0% | -47.1% | -36.3% |
| 10Y | -12.5% | +716.5% | -729.0% | -9.5% |
| All | -12.5% | +742.9% | -755.4% | -9.5% |
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