+172.6%
TTMI vs XRT
+3.4%
+169.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.0% | +7.9% | +8.1% |
| 7D | +5.9% | +0.8% | +5.1% | +5.2% |
| 30D | -4.3% | -4.2% | -0.1% | -1.1% |
| 3M | -32.0% | +5.1% | -37.1% | -37.5% |
| 6M | +19.5% | +2.4% | +17.0% | +12.5% |
| YTD | +82.0% | +3.2% | +78.8% | +70.7% |
| 1Y | +172.6% | +1.5% | +171.1% | +159.9% |
| All | +172.6% | +3.4% | +169.3% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling