+130.4%
TLT vs TT
+4,867.8%
-4,737.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | +0.2% |
| 7D | +0.1% | -2.0% | +2.1% | -0.1% |
| 30D | +6.2% | -14.0% | +20.2% | +4.6% |
| 3M | -0.3% | -15.9% | +15.5% | -2.1% |
| 6M | -3.4% | -17.3% | +14.0% | -5.1% |
| YTD | -3.1% | +4.0% | -7.1% | -2.3% |
| 1Y | -5.2% | -7.1% | +1.9% | -5.6% |
| 3Y | +6.5% | +90.2% | -83.8% | +16.1% |
| 5Y | -34.7% | +131.1% | -165.8% | -26.7% |
| 10Y | -17.6% | +777.7% | -795.3% | +14.5% |
| All | +130.4% | +4,867.8% | -4,737.4% | +350.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling