+125.1%
TLT vs WY
+111.5%
+13.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -3.2% |
| 30D | +1.0% | +10.1% | -9.1% | +1.9% |
| 3M | -2.7% | -15.4% | +12.7% | -4.1% |
| 6M | -4.1% | -8.3% | +4.2% | -4.7% |
| YTD | -5.4% | -9.8% | +4.5% | -6.0% |
| 1Y | -7.0% | -3.9% | -3.1% | -7.1% |
| 3Y | +2.8% | -23.3% | +26.2% | +1.0% |
| 5Y | -35.4% | -31.2% | -4.2% | -36.9% |
| 10Y | -13.1% | +5.5% | -18.7% | -6.3% |
| All | +125.1% | +111.5% | +13.6% | +204.1% |
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