+427.5%
TTMI vs XRT
+139.8%
+287.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.0% | +9.0% |
| 7D | +7.2% | -1.4% | +8.7% | +8.7% |
| 30D | -28.7% | +9.8% | -38.4% | -34.0% |
| 3M | -39.8% | +3.3% | -43.1% | -42.2% |
| 6M | -51.7% | +13.6% | -65.3% | -56.9% |
| YTD | +14.1% | +9.1% | +5.0% | +5.2% |
| 1Y | +16.0% | +15.1% | +0.9% | +3.4% |
| 3Y | +452.7% | +59.9% | +392.7% | +301.4% |
| 5Y | +451.5% | -1.7% | +453.2% | +428.6% |
| All | +427.5% | +139.8% | +287.7% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling