+736.3%
TT vs XHB
+237.3%
+499.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.2% | -1.9% |
| 7D | +4.0% | -0.2% | +4.3% | +4.2% |
| 30D | -11.3% | +9.9% | -21.3% | -17.3% |
| 3M | -12.3% | -6.3% | -6.0% | -9.4% |
| 6M | -10.8% | +3.8% | -14.7% | -14.2% |
| YTD | +8.2% | +0.1% | +8.0% | +6.2% |
| 1Y | +1.5% | -0.8% | +2.3% | 0.0% |
| 3Y | +91.5% | +35.6% | +55.9% | +46.1% |
| 5Y | +130.2% | +29.6% | +100.7% | +78.3% |
| All | +736.3% | +237.3% | +499.0% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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