+2,198.3%
TT vs XHB
+172.9%
+2,025.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +3.3% |
| 7D | -2.0% | +1.3% | -3.3% | -3.1% |
| 30D | -14.0% | +7.8% | -21.8% | -18.6% |
| 3M | -15.9% | -5.5% | -10.4% | -13.7% |
| 6M | -17.3% | -2.6% | -14.7% | -17.0% |
| YTD | +4.0% | +0.4% | +3.6% | +2.0% |
| 1Y | -7.1% | -1.0% | -6.1% | -8.2% |
| 3Y | +90.2% | +37.3% | +52.9% | +47.6% |
| 5Y | +131.1% | +33.7% | +97.4% | +80.3% |
| 10Y | +777.7% | +256.9% | +520.8% | +258.1% |
| All | +2,198.3% | +172.9% | +2,025.4% | +736.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling