+433.1%
TTMI vs XRT
+549.7%
-116.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.7% | -3.8% |
| 7D | -11.5% | +4.1% | -15.6% | -14.6% |
| 30D | -40.3% | +9.9% | -50.2% | -46.0% |
| 3M | -44.5% | +2.3% | -46.7% | -46.9% |
| 6M | -54.1% | +9.6% | -63.7% | -59.1% |
| YTD | +4.7% | +9.1% | -4.5% | -5.7% |
| 1Y | +3.3% | +16.2% | -12.9% | -11.5% |
| 3Y | +407.2% | +60.1% | +347.2% | +232.4% |
| 5Y | +406.5% | -0.5% | +407.0% | +371.8% |
| 10Y | +420.4% | +145.1% | +275.3% | +81.0% |
| All | +433.1% | +549.7% | -116.6% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling