-21.7%
TLT vs TT
+887.4%
-909.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -0.6% | -7.2% | +6.6% | -0.9% |
| 3M | -2.7% | -3.0% | +0.2% | -2.8% |
| 6M | -5.6% | +1.4% | -7.0% | -5.5% |
| YTD | -2.8% | +15.9% | -18.7% | -1.9% |
| 1Y | -1.4% | +9.4% | -10.9% | -0.8% |
| 3Y | -1.6% | +124.4% | -126.0% | +4.2% |
| 5Y | -33.8% | +138.0% | -171.8% | -30.1% |
| All | -21.7% | +887.4% | -909.1% | -1.2% |
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