-5.8%
TLT vs TTMI
+14.9%
-20.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -8.9% | 0.0% |
| 7D | -1.0% | +7.2% | -8.3% | -1.0% |
| 30D | +4.1% | -28.7% | +32.8% | +4.3% |
| 3M | -0.4% | -39.8% | +39.5% | 0.0% |
| 6M | -3.2% | -51.7% | +48.6% | -2.7% |
| YTD | -3.5% | +14.1% | -17.6% | -4.8% |
| 1Y | -5.8% | +16.0% | -21.8% | -7.0% |
| All | -5.8% | +14.9% | -20.7% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling