+161.0%
XLB vs TT
+912.5%
-751.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.8% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | -0.4% | -7.2% | +6.8% | +3.2% |
| 3M | +2.0% | -3.0% | +4.9% | +2.8% |
| 6M | +1.8% | +1.4% | +0.5% | +0.1% |
| YTD | +16.6% | +15.9% | +0.7% | +6.7% |
| 1Y | +16.9% | +9.4% | +7.5% | +9.7% |
| 3Y | +32.6% | +124.4% | -91.8% | -18.8% |
| 5Y | +35.6% | +138.0% | -102.4% | -21.5% |
| All | +161.0% | +912.5% | -751.6% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling