+24.4%
XLB vs TT
-2.5%
+26.9%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.7% | -2.8% | +0.8% |
| 7D | -1.4% | +1.7% | -3.1% | -1.8% |
| 30D | +7.1% | -11.8% | +18.9% | +10.3% |
| 3M | +0.6% | -12.6% | +13.2% | +3.9% |
| 6M | +3.5% | -9.4% | +12.8% | +5.3% |
| YTD | +18.2% | +8.8% | +9.4% | +15.6% |
| All | +24.4% | -2.5% | +26.9% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling