+5.0%
XEL vs TT
-2.3%
+7.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.6% | +0.3% |
| 7D | +2.4% | +4.0% | -1.6% | +2.1% |
| 30D | +8.3% | -11.3% | +19.6% | +9.6% |
| 3M | +4.2% | -12.3% | +16.5% | +5.4% |
| 6M | +3.7% | -10.8% | +14.6% | +4.5% |
| YTD | +13.1% | +8.2% | +4.9% | +10.2% |
| 1Y | +5.0% | +1.5% | +3.5% | +4.0% |
| All | +5.0% | -2.3% | +7.3% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling