-12.2%
TLT vs WM
+331.3%
-343.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.4% |
| 7D | -2.7% | +1.2% | -3.9% | -2.6% |
| 30D | +2.2% | +15.2% | -13.1% | +2.9% |
| 3M | -1.7% | +8.3% | -10.1% | -1.3% |
| 6M | -4.0% | +13.1% | -17.1% | -3.3% |
| YTD | -4.9% | +12.5% | -17.5% | -4.2% |
| 1Y | -7.4% | +21.8% | -29.2% | -6.2% |
| 3Y | +3.0% | +48.8% | -45.7% | +6.6% |
| 5Y | -35.1% | +62.1% | -97.2% | -32.1% |
| All | -12.2% | +331.3% | -343.5% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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