+2,330.3%
TT vs XHB
+175.0%
+2,155.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.5% | -4.1% | +7.6% | +6.3% |
| 30D | -11.0% | +9.6% | -20.7% | -16.7% |
| 3M | -12.0% | -6.0% | -6.0% | -9.4% |
| 6M | -10.4% | +2.2% | -12.6% | -12.8% |
| YTD | +9.9% | +1.1% | +8.8% | +7.4% |
| 1Y | +1.5% | -1.7% | +3.2% | +0.7% |
| 3Y | +93.7% | +36.5% | +57.2% | +50.9% |
| 5Y | +139.2% | +33.5% | +105.8% | +86.9% |
| 10Y | +741.5% | +240.9% | +500.6% | +253.0% |
| All | +2,330.3% | +175.0% | +2,155.3% | +779.8% |
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 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