-19.8%
TLT vs WU
-40.9%
+21.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.6% |
| 7D | -0.3% | -4.9% | +4.7% | -0.5% |
| 30D | 0.0% | -1.3% | +1.3% | -0.1% |
| 3M | -2.9% | -3.6% | +0.7% | -2.9% |
| 6M | -6.3% | -24.3% | +18.1% | -7.6% |
| YTD | -3.3% | -21.1% | +17.7% | -4.4% |
| 1Y | -4.2% | -10.3% | +6.1% | -4.4% |
| 3Y | -1.7% | -28.4% | +26.7% | -3.1% |
| 5Y | -34.9% | -51.2% | +16.3% | -38.7% |
| 10Y | -19.8% | -39.6% | +19.8% | -20.3% |
| All | -19.8% | -40.9% | +21.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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