-0.9%
TLT vs WY
-23.0%
+22.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | 0.0% | -9.9% | +9.8% | +1.9% |
| 3M | -2.9% | -7.5% | +4.6% | -1.6% |
| 6M | -6.3% | -5.1% | -1.1% | -5.6% |
| YTD | -3.3% | -2.1% | -1.2% | -3.5% |
| 1Y | -4.2% | -7.3% | +3.1% | -3.3% |
| All | -0.9% | -23.0% | +22.0% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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