+32.0%
XEL vs TTMI
+830.4%
-798.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | -2.8% | -32.5% | +29.6% | -1.2% |
| 6M | -5.4% | +32.5% | -37.9% | -8.3% |
| YTD | +3.8% | +83.2% | -79.5% | -2.1% |
| 1Y | +6.8% | +161.7% | -154.8% | -2.4% |
| 3Y | +45.6% | +890.1% | -844.5% | +13.3% |
| All | +32.0% | +830.4% | -798.4% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling