+901.9%
TTMI vs XRT
+42.5%
+859.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.1% | +4.9% |
| 7D | +12.2% | -0.3% | +12.4% | +12.4% |
| 30D | -5.7% | -5.6% | -0.1% | -1.1% |
| 3M | -27.5% | +2.5% | -30.0% | -30.9% |
| 6M | +47.1% | +3.7% | +43.5% | +39.3% |
| YTD | +87.5% | +1.0% | +86.5% | +82.5% |
| 1Y | +175.2% | -1.2% | +176.4% | +173.7% |
| 3Y | +901.9% | +43.4% | +858.6% | +600.2% |
| All | +901.9% | +42.5% | +859.4% | +600.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling