-16.6%
TLT vs TT
+764.8%
-781.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.1% |
| 7D | +0.1% | -2.0% | +2.1% | 0.0% |
| 30D | +6.2% | -14.0% | +20.2% | +5.5% |
| 3M | +0.1% | -15.9% | +15.9% | -0.7% |
| 6M | -3.0% | -17.3% | +14.4% | -3.7% |
| YTD | -2.7% | +4.0% | -6.7% | -2.3% |
| 1Y | -4.8% | -7.1% | +2.3% | -5.0% |
| 3Y | +6.9% | +90.2% | -83.3% | +12.5% |
| 5Y | -34.5% | +131.1% | -165.6% | -30.0% |
| All | -16.6% | +764.8% | -781.3% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling