+6.2%
WMT vs TLT
-5.5%
+11.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | -2.5% | -1.6% | -0.9% | -2.2% |
| 30D | -6.4% | -1.3% | -5.1% | -6.1% |
| 3M | -12.1% | -3.7% | -8.4% | -11.4% |
| 6M | -15.0% | -6.4% | -8.6% | -13.4% |
| YTD | -4.5% | -4.5% | 0.0% | -2.6% |
| 1Y | +6.2% | -5.9% | +12.0% | +8.5% |
| All | +6.2% | -5.5% | +11.7% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 1y: compounded portfolio wealth divided by compounded TLT 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…
1y analysis · Full analysis span regression · 6 months rolling