-12.5%
TLT vs TTD
+574.0%
-586.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +15.5% | -15.4% | +0.1% |
| 7D | +0.3% | +19.0% | -18.7% | +0.3% |
| 30D | +5.1% | +23.6% | -18.5% | +5.1% |
| 3M | -0.2% | +8.2% | -8.4% | -0.2% |
| 6M | -2.9% | -35.3% | +32.4% | -3.0% |
| YTD | -2.7% | -60.7% | +58.0% | -2.8% |
| 1Y | -4.6% | -65.3% | +60.7% | -4.7% |
| 3Y | +6.1% | -80.6% | +86.6% | +5.8% |
| 5Y | -35.1% | -84.6% | +49.5% | -35.3% |
| 10Y | -12.5% | +550.5% | -563.0% | -8.1% |
| All | -12.5% | +574.0% | -586.5% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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