+126.1%
TLT vs WY
+107.9%
+18.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.6% |
| 7D | -2.7% | -5.4% | +2.7% | -3.1% |
| 30D | +2.2% | +7.9% | -5.7% | +2.8% |
| 3M | -1.7% | -16.6% | +14.9% | -3.2% |
| 6M | -4.0% | -11.2% | +7.2% | -4.8% |
| YTD | -4.9% | -11.3% | +6.4% | -5.7% |
| 1Y | -7.4% | -5.5% | -1.8% | -7.6% |
| 3Y | +3.0% | -25.4% | +28.4% | +1.0% |
| 5Y | -35.1% | -32.4% | -2.7% | -36.7% |
| 10Y | -12.7% | +3.8% | -16.5% | -6.0% |
| All | +126.1% | +107.9% | +18.1% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling