+2,462.2%
TT vs XHB
+173.9%
+2,288.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.2% |
| 7D | 0.0% | -1.3% | +1.3% | +0.8% |
| 30D | -7.2% | -6.9% | -0.3% | -3.0% |
| 3M | -3.0% | -1.3% | -1.7% | -2.5% |
| 6M | +1.4% | -6.8% | +8.1% | +5.4% |
| YTD | +15.9% | +0.7% | +15.2% | +14.5% |
| 1Y | +9.4% | -11.2% | +20.7% | +16.6% |
| 3Y | +124.4% | +25.3% | +99.0% | +86.5% |
| 5Y | +138.0% | +37.3% | +100.7% | +84.1% |
| 10Y | +886.4% | +211.5% | +674.9% | +341.9% |
| All | +2,462.2% | +173.9% | +2,288.3% | +838.0% |
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