+918.8%
WMT vs TLT
+130.6%
+788.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.1% |
| 7D | +3.9% | -0.4% | +4.4% | +3.8% |
| 30D | -4.4% | -0.6% | -3.8% | -4.5% |
| 3M | -8.8% | -2.7% | -6.1% | -9.3% |
| 6M | -15.6% | -5.6% | -10.0% | -16.5% |
| YTD | -3.2% | -2.8% | -0.4% | -3.7% |
| 1Y | +7.0% | -1.4% | +8.5% | +6.8% |
| 3Y | +105.3% | -1.6% | +106.9% | +105.3% |
| 5Y | +129.3% | -33.8% | +163.1% | +108.2% |
| 10Y | +423.9% | -21.1% | +445.1% | +404.8% |
| All | +918.8% | +130.6% | +788.3% | +1,563.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling