+46.1%
XEL vs TT
+137.3%
-91.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.7% | +0.8% | +0.9% | +1.6% |
| 30D | +8.6% | -11.8% | +20.4% | +10.6% |
| 3M | +5.1% | -11.6% | +16.6% | +6.9% |
| 6M | +2.5% | -9.3% | +11.8% | +3.6% |
| YTD | +11.0% | +8.9% | +2.1% | +8.4% |
| 1Y | +2.7% | -2.2% | +5.0% | +2.2% |
| 3Y | +49.7% | +91.9% | -42.1% | +25.3% |
| 5Y | +46.1% | +136.0% | -89.9% | +8.0% |
| All | +46.1% | +137.3% | -91.2% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling