+406.5%
TTMI vs XRT
-1.7%
+408.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.9% |
| 7D | -11.5% | +4.1% | -15.6% | -13.9% |
| 30D | -40.3% | +9.9% | -50.2% | -44.9% |
| 3M | -44.5% | +2.3% | -46.7% | -46.3% |
| 6M | -54.1% | +9.6% | -63.7% | -58.2% |
| YTD | +4.7% | +9.1% | -4.5% | -3.8% |
| 1Y | +3.3% | +16.2% | -12.9% | -9.0% |
| 3Y | +407.2% | +60.1% | +347.2% | +266.9% |
| 5Y | +406.5% | -0.5% | +407.0% | +326.1% |
| All | +406.5% | -1.7% | +408.2% | +326.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling