-1.1%
TLT vs WPM
+279.1%
-280.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | +7.0% | -6.6% | 0.0% |
| 30D | -0.3% | +15.7% | -16.0% | -1.2% |
| 3M | -1.7% | +35.2% | -36.9% | -3.6% |
| 6M | -4.9% | +6.1% | -11.0% | -5.6% |
| YTD | -2.8% | +32.6% | -35.4% | -5.1% |
| 1Y | -4.2% | +46.9% | -51.1% | -7.3% |
| 3Y | -1.1% | +276.3% | -277.4% | -18.5% |
| All | -1.1% | +279.1% | -280.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 3y: compounded portfolio wealth divided by compounded WPM 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…
3y analysis · Full analysis span regression · 6 months rolling