+812.9%
TTMI vs XRT
-2.4%
+815.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.3% |
| 6M | +28.4% | +2.2% | +26.1% | +25.1% |
| YTD | +80.1% | -0.7% | +80.8% | +79.5% |
| 1Y | +161.0% | -2.0% | +163.0% | +162.9% |
| 3Y | +862.4% | +41.0% | +821.4% | +676.3% |
| 5Y | +812.9% | -3.3% | +816.2% | +717.3% |
| All | +812.9% | -2.4% | +815.3% | +717.3% |
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 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