+890.1%
TTMI vs XHB
+23.1%
+867.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +2.1% |
| 7D | +0.7% | -4.6% | +5.3% | +4.3% |
| 30D | -8.4% | -9.1% | +0.7% | -1.6% |
| 3M | -32.5% | -8.6% | -23.9% | -28.2% |
| 6M | +32.5% | -4.0% | +36.5% | +36.2% |
| YTD | +83.2% | -3.9% | +87.2% | +87.3% |
| 1Y | +161.7% | -16.5% | +178.1% | +195.8% |
| 3Y | +890.1% | +22.6% | +867.6% | +601.3% |
| All | +890.1% | +23.1% | +867.1% | +601.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling