-33.7%
TLT vs TTMI
+840.7%
-874.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -0.1% |
| 7D | +0.4% | +12.2% | -11.8% | +0.2% |
| 30D | -0.3% | -5.7% | +5.4% | -0.2% |
| 3M | -1.7% | -27.5% | +25.8% | -1.3% |
| 6M | -4.9% | +47.1% | -52.0% | -6.0% |
| YTD | -2.8% | +87.5% | -90.3% | -4.5% |
| 1Y | -4.2% | +175.2% | -179.4% | -6.9% |
| 3Y | -1.1% | +901.9% | -903.0% | -8.3% |
| 5Y | -33.7% | +843.5% | -877.2% | -37.6% |
| All | -33.7% | +840.7% | -874.4% | -37.6% |
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