+131.2%
TLT vs WY
+133.9%
-2.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | -1.7% | +1.3% | -0.6% |
| 30D | -0.6% | -10.1% | +9.5% | -1.5% |
| 3M | -2.7% | -5.1% | +2.4% | -3.1% |
| 6M | -5.6% | -4.8% | -0.8% | -5.9% |
| YTD | -2.8% | -0.2% | -2.5% | -2.6% |
| 1Y | -1.4% | -6.6% | +5.2% | -1.8% |
| 3Y | -1.6% | -22.7% | +21.2% | -3.5% |
| 5Y | -33.8% | -22.2% | -11.6% | -34.6% |
| 10Y | -21.1% | +7.3% | -28.4% | -15.1% |
| All | +131.2% | +133.9% | -2.7% | +214.9% |
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