+43.5%
XLB vs TT
+94.2%
-50.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.2% |
| 7D | 0.0% | +8.1% | -8.0% | -2.2% |
| 30D | +5.3% | -11.3% | +16.6% | +8.7% |
| 3M | 0.0% | -11.2% | +11.2% | +3.2% |
| 6M | +1.2% | -8.9% | +10.1% | +3.3% |
| YTD | +16.9% | +9.7% | +7.2% | +12.3% |
| 1Y | +20.9% | +1.3% | +19.6% | +19.0% |
| All | +43.5% | +94.2% | -50.7% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling