+6.8%
XEL vs TTMI
+155.3%
-148.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -3.8% |
| 3M | -2.8% | -32.5% | +29.6% | -2.2% |
| 6M | -5.4% | +32.5% | -37.9% | -6.7% |
| YTD | +3.8% | +83.2% | -79.5% | +1.9% |
| 1Y | +6.8% | +161.7% | -154.8% | +9.3% |
| All | +6.8% | +155.3% | -148.5% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling