+131.2%
TLT vs TT
+5,438.3%
-5,307.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.2% |
| 7D | -0.4% | -0.2% | -0.2% | -0.5% |
| 30D | -0.6% | -7.4% | +6.8% | -1.4% |
| 3M | -2.7% | -3.2% | +0.5% | -3.0% |
| 6M | -5.6% | +1.1% | -6.7% | -5.3% |
| YTD | -2.8% | +15.6% | -18.4% | -0.9% |
| 1Y | -1.4% | +9.2% | -10.6% | -0.1% |
| 3Y | -1.6% | +124.4% | -126.0% | +9.3% |
| 5Y | -33.8% | +138.0% | -171.8% | -25.7% |
| 10Y | -21.1% | +886.4% | -907.5% | +10.9% |
| All | +131.2% | +5,438.3% | -5,307.1% | +357.4% |
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 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