+147.8%
XEL vs TTMI
+1,127.6%
-979.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.4% | -3.2% | -0.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.3% |
| 30D | -3.9% | -8.4% | +4.5% | -3.5% |
| 3M | -2.8% | -32.5% | +29.6% | -0.6% |
| 6M | -5.4% | +32.5% | -37.9% | -9.0% |
| YTD | +3.8% | +83.2% | -79.5% | -3.5% |
| 1Y | +6.8% | +161.7% | -154.8% | -4.5% |
| 3Y | +45.6% | +890.1% | -844.5% | +10.9% |
| 5Y | +30.7% | +832.4% | -801.8% | -1.3% |
| All | +147.8% | +1,127.6% | -979.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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