+145.0%
TT vs XHB
+37.2%
+107.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +1.1% |
| 7D | +1.6% | +0.2% | +1.4% | +1.4% |
| 30D | -7.3% | -9.1% | +1.8% | -1.8% |
| 3M | -2.6% | -2.3% | -0.3% | -1.5% |
| 6M | +5.9% | -4.1% | +10.0% | +8.1% |
| YTD | +15.4% | -1.7% | +17.1% | +15.7% |
| 1Y | +8.2% | -15.1% | +23.4% | +18.5% |
| 3Y | +122.7% | +26.8% | +95.8% | +78.6% |
| 5Y | +145.0% | +37.3% | +107.6% | +81.5% |
| All | +145.0% | +37.2% | +107.8% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling