+131.2%
TLT vs TTMI
+3,605.0%
-3,473.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.7% | +0.5% |
| 7D | -0.4% | +5.9% | -6.3% | -0.2% |
| 30D | -0.6% | -4.3% | +3.7% | -0.7% |
| 3M | -2.7% | -32.0% | +29.3% | -4.0% |
| 6M | -5.6% | +19.5% | -25.1% | -4.1% |
| YTD | -2.8% | +82.0% | -84.8% | +1.0% |
| 1Y | -1.4% | +172.6% | -174.1% | +4.8% |
| 3Y | -1.6% | +744.7% | -746.2% | +11.5% |
| 5Y | -33.8% | +805.6% | -839.4% | -24.0% |
| 10Y | -21.1% | +1,057.6% | -1,078.8% | -5.9% |
| All | +131.2% | +3,605.0% | -3,473.8% | +212.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling