+1,094.7%
TTMI vs XRT
+120.9%
+973.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -2.8% |
| 7D | +7.5% | -2.4% | +9.9% | +9.3% |
| 30D | -4.5% | -6.9% | +2.5% | -0.1% |
| 3M | -28.5% | -0.4% | -28.1% | -29.2% |
| 6M | +28.4% | +2.2% | +26.1% | +25.4% |
| YTD | +80.1% | -0.7% | +80.8% | +79.8% |
| 1Y | +161.0% | -2.0% | +163.0% | +163.4% |
| 3Y | +862.4% | +41.0% | +821.4% | +673.9% |
| 5Y | +812.9% | -3.3% | +816.2% | +796.1% |
| 10Y | +1,094.7% | +124.8% | +969.9% | +443.3% |
| All | +1,094.7% | +120.9% | +973.8% | +443.3% |
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