+167.7%
XLB vs TT
+782.6%
-614.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | -0.3% |
| 7D | -1.4% | +1.7% | -3.1% | -2.3% |
| 30D | +7.1% | -11.8% | +18.9% | +13.2% |
| 3M | +0.6% | -12.6% | +13.2% | +6.6% |
| 6M | +3.5% | -9.4% | +12.8% | +7.1% |
| YTD | +18.2% | +8.8% | +9.4% | +10.8% |
| 1Y | +25.6% | -2.5% | +28.1% | +24.2% |
| 3Y | +46.7% | +95.7% | -49.0% | -3.6% |
| 5Y | +30.9% | +135.7% | -104.8% | -24.9% |
| 10Y | +167.7% | +750.6% | -582.9% | -24.5% |
| All | +167.7% | +782.6% | -614.8% | -24.5% |
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