+154.0%
XEL vs TT
+906.5%
-752.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | +0.9% | +1.4% | -0.5% | +0.6% |
| 30D | -0.9% | -6.7% | +5.8% | +0.7% |
| 3M | -1.4% | -5.4% | +4.0% | -0.4% |
| 6M | -5.8% | +4.4% | -10.2% | -7.3% |
| YTD | +4.7% | +14.9% | -10.2% | +0.3% |
| 1Y | +9.1% | +9.3% | -0.2% | +5.6% |
| 3Y | +47.8% | +121.7% | -73.9% | +14.2% |
| 5Y | +29.0% | +148.2% | -119.1% | -5.6% |
| 10Y | +154.0% | +957.3% | -803.3% | +36.7% |
| All | +154.0% | +906.5% | -752.5% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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