-34.6%
TLT vs WM
+59.1%
-93.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | +0.1% | +1.2% | -1.1% | 0.0% |
| 30D | +6.2% | +13.1% | -6.9% | +5.4% |
| 3M | -0.3% | +3.6% | -4.0% | -0.6% |
| 6M | -3.4% | +8.1% | -11.4% | -3.9% |
| YTD | -3.1% | +8.9% | -12.0% | -3.7% |
| 1Y | -5.2% | +20.3% | -25.6% | -6.4% |
| 3Y | +6.5% | +46.2% | -39.7% | +3.7% |
| All | -34.6% | +59.1% | -93.7% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling