-34.3%
TLT vs WING
+4.1%
-38.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | 0.0% |
| 7D | +0.1% | +9.0% | -9.0% | -0.1% |
| 30D | +6.2% | +39.9% | -33.8% | +5.2% |
| 3M | +0.1% | +40.4% | -40.4% | -0.9% |
| 6M | -3.0% | +12.9% | -15.8% | -3.5% |
| YTD | -2.7% | -31.1% | +28.3% | -2.3% |
| 1Y | -4.8% | -32.7% | +27.9% | -4.4% |
| 3Y | +6.9% | -19.8% | +26.7% | +4.6% |
| All | -34.3% | +4.1% | -38.4% | -37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling