-12.6%
TLT vs TTD
+513.2%
-525.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.4% |
| 7D | -3.1% | +21.3% | -24.4% | -3.1% |
| 30D | +1.0% | +28.7% | -27.7% | +1.0% |
| 3M | -2.7% | +7.7% | -10.4% | -2.7% |
| 6M | -4.1% | -23.5% | +19.3% | -4.2% |
| YTD | -5.4% | -58.7% | +53.3% | -5.5% |
| 1Y | -7.0% | -63.4% | +56.4% | -7.1% |
| 3Y | +2.8% | -75.3% | +78.1% | +2.6% |
| 5Y | -35.4% | -84.4% | +49.0% | -35.6% |
| All | -12.6% | +513.2% | -525.8% | -9.3% |
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