-34.4%
TLT vs TTMI
+451.1%
-485.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -8.9% | -0.1% |
| 7D | -1.0% | +7.2% | -8.3% | -1.1% |
| 30D | +4.1% | -28.7% | +32.8% | +4.4% |
| 3M | -0.4% | -39.8% | +39.5% | +0.2% |
| 6M | -3.2% | -51.7% | +48.6% | -2.4% |
| YTD | -3.5% | +14.1% | -17.6% | -4.7% |
| 1Y | -5.8% | +16.0% | -21.8% | -7.1% |
| 3Y | +4.6% | +452.7% | -448.1% | -2.5% |
| 5Y | -34.4% | +451.5% | -485.9% | -36.8% |
| All | -34.4% | +451.1% | -485.5% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling