-5.6%
TLT vs TTMI
+17.4%
-23.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | 0.0% |
| 7D | -0.4% | +5.9% | -6.3% | -0.6% |
| 30D | -0.6% | -4.3% | +3.7% | -0.5% |
| 3M | -2.7% | -32.0% | +29.3% | -2.0% |
| 6M | -5.6% | +19.5% | -25.1% | -7.5% |
| All | -5.6% | +17.4% | -23.0% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling