-2.4%
TLTI vs SPY
+28.4%
-30.8%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -0.2% | -0.4% | +0.2% | -0.1% |
| 30D | 0.0% | -1.4% | +1.3% | +0.2% |
| 3M | -2.3% | +3.7% | -6.0% | -2.8% |
| 6M | -5.0% | +13.0% | -18.0% | -6.5% |
| YTD | -1.9% | +12.4% | -14.3% | -3.4% |
| 1Y | -2.4% | +18.5% | -20.9% | -4.4% |
| All | -2.4% | +28.4% | -30.8% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling