-35.1%
TLT vs WY
-32.2%
-2.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -2.7% | -5.4% | +2.7% | -1.9% |
| 30D | +2.2% | +7.9% | -5.7% | +0.9% |
| 3M | -1.7% | -16.6% | +14.9% | +0.7% |
| 6M | -4.0% | -11.2% | +7.2% | -2.6% |
| YTD | -4.9% | -11.3% | +6.4% | -3.7% |
| 1Y | -7.4% | -5.5% | -1.8% | -7.1% |
| 3Y | +3.0% | -25.4% | +28.4% | +6.6% |
| 5Y | -35.1% | -32.4% | -2.7% | -29.7% |
| All | -35.1% | -32.2% | -2.9% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling