-35.1%
TLT vs TT
+136.9%
-171.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.7% | +8.1% | -10.8% | -3.1% |
| 30D | +2.2% | -11.3% | +13.4% | +2.8% |
| 3M | -1.7% | -11.2% | +9.4% | -1.1% |
| 6M | -4.0% | -8.9% | +5.0% | -3.6% |
| YTD | -4.9% | +9.7% | -14.7% | -5.7% |
| 1Y | -7.4% | +1.3% | -8.6% | -7.7% |
| 3Y | +3.0% | +93.4% | -90.3% | -3.5% |
| 5Y | -35.1% | +133.5% | -168.6% | -41.0% |
| All | -35.1% | +136.9% | -171.9% | -41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling