-34.5%
TLT vs WM
+61.9%
-96.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -3.1% | +3.2% | -6.3% | -3.3% |
| 30D | +1.0% | +13.0% | -12.0% | +0.3% |
| 3M | -2.7% | +9.2% | -12.0% | -3.3% |
| 6M | -4.1% | +13.6% | -17.8% | -5.0% |
| YTD | -5.4% | +12.4% | -17.7% | -6.2% |
| 1Y | -7.0% | +21.2% | -28.2% | -8.3% |
| 3Y | +2.8% | +48.7% | -45.8% | -0.1% |
| All | -34.5% | +61.9% | -96.4% | -36.5% |
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