+126.1%
TLT vs TTMI
+2,150.1%
-2,024.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.6% |
| 7D | -2.7% | +22.6% | -25.3% | -1.8% |
| 30D | +2.2% | -34.3% | +36.4% | +0.8% |
| 3M | -1.7% | -44.8% | +43.0% | -3.6% |
| 6M | -4.0% | -53.3% | +49.4% | -6.1% |
| YTD | -4.9% | +10.6% | -15.5% | -2.8% |
| 1Y | -7.4% | +8.2% | -15.6% | -5.2% |
| 3Y | +3.0% | +435.7% | -432.6% | +15.2% |
| 5Y | -35.1% | +434.2% | -469.3% | -26.8% |
| 10Y | -12.7% | +426.4% | -439.2% | +0.8% |
| All | +126.1% | +2,150.1% | -2,024.1% | +200.4% |
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