+129.5%
TLT vs TTMI
+2,221.5%
-2,092.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -8.9% | +0.4% |
| 7D | -1.0% | +7.2% | -8.3% | -0.6% |
| 30D | +4.1% | -28.7% | +32.8% | +3.1% |
| 3M | -0.4% | -39.8% | +39.5% | -1.8% |
| 6M | -3.2% | -51.7% | +48.6% | -5.1% |
| YTD | -3.5% | +14.1% | -17.6% | -1.2% |
| 1Y | -5.8% | +16.0% | -21.8% | -3.3% |
| 3Y | +4.6% | +452.7% | -448.1% | +17.1% |
| 5Y | -34.4% | +451.5% | -485.9% | -25.9% |
| 10Y | -11.4% | +443.1% | -454.6% | +2.4% |
| All | +129.5% | +2,221.5% | -2,092.1% | +205.3% |
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