-35.1%
TLT vs TTWO
+41.7%
-76.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.8% | -3.9% | -1.2% |
| 7D | -1.6% | +1.3% | -2.9% | -1.6% |
| 30D | -1.3% | -13.4% | +12.1% | -1.0% |
| 3M | -3.7% | +3.1% | -6.8% | -3.9% |
| 6M | -6.4% | +3.8% | -10.1% | -6.6% |
| YTD | -4.5% | -15.3% | +10.8% | -4.1% |
| 1Y | -5.9% | -11.1% | +5.2% | -5.7% |
| 3Y | -2.8% | +52.0% | -54.8% | -4.6% |
| 5Y | -35.1% | +40.9% | -76.0% | -35.0% |
| All | -35.1% | +41.7% | -76.8% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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