+183.8%
XEL vs TT
+748.9%
-565.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.3% | +1.0% |
| 7D | +0.7% | +3.5% | -2.8% | -0.1% |
| 30D | +9.3% | -11.0% | +20.4% | +12.1% |
| 3M | +5.3% | -12.0% | +17.3% | +8.2% |
| 6M | +2.2% | -10.4% | +12.6% | +4.2% |
| YTD | +12.3% | +9.9% | +2.4% | +8.3% |
| 1Y | +3.0% | +1.5% | +1.6% | +1.3% |
| 3Y | +51.6% | +93.7% | -42.1% | +21.1% |
| 5Y | +50.0% | +139.2% | -89.3% | +9.7% |
| 10Y | +183.8% | +741.5% | -557.7% | +54.3% |
| All | +183.8% | +748.9% | -565.1% | +54.3% |
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