+730.0%
XEL vs TTMI
+522.4%
+207.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.0% | -1.5% | +1.3% |
| 7D | +1.3% | +12.2% | -10.9% | +0.5% |
| 30D | -1.5% | -5.7% | +4.2% | -1.3% |
| 3M | -0.2% | -27.5% | +27.3% | +1.3% |
| 6M | -5.4% | +47.1% | -52.6% | -9.3% |
| YTD | +5.6% | +87.5% | -81.8% | -0.9% |
| 1Y | +10.5% | +175.2% | -164.8% | +0.1% |
| 3Y | +49.2% | +901.9% | -852.7% | +20.9% |
| 5Y | +30.1% | +843.5% | -813.4% | +4.8% |
| 10Y | +146.7% | +1,077.0% | -930.3% | +90.7% |
| All | +730.0% | +522.4% | +207.6% | +440.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling