+820.5%
XLB vs TT
+5,023.4%
-4,202.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | -0.4% | -7.4% | +7.0% | +3.3% |
| 3M | +2.0% | -3.2% | +5.2% | +3.0% |
| 6M | +1.8% | +1.1% | +0.7% | +0.3% |
| YTD | +16.6% | +15.6% | +1.0% | +7.2% |
| 1Y | +16.9% | +9.2% | +7.8% | +10.1% |
| 3Y | +32.6% | +124.4% | -91.8% | -15.2% |
| 5Y | +35.6% | +138.0% | -102.4% | -17.1% |
| 10Y | +160.0% | +886.4% | -726.4% | -22.7% |
| All | +820.5% | +5,023.4% | -4,202.9% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling