-4.6%
TLT vs TT
-2.5%
-2.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.7% | -4.6% | -0.1% |
| 7D | +0.3% | +1.7% | -1.5% | +0.2% |
| 30D | +5.1% | -11.8% | +16.9% | +5.7% |
| 3M | -0.2% | -12.6% | +12.4% | +0.4% |
| 6M | -2.9% | -9.4% | +6.5% | -2.7% |
| YTD | -2.7% | +8.8% | -11.5% | -3.8% |
| All | -4.6% | -2.5% | -2.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling