+16.9%
XLB vs TTMI
+171.3%
-154.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.8% | -9.2% | -0.8% |
| 7D | -1.4% | +5.9% | -7.2% | -1.7% |
| 30D | -0.4% | -4.3% | +3.9% | -0.3% |
| 3M | +2.0% | -32.0% | +34.0% | +3.9% |
| 6M | +1.8% | +19.5% | -17.6% | -0.6% |
| YTD | +16.6% | +82.0% | -65.4% | +11.5% |
| 1Y | +16.9% | +172.6% | -155.7% | +10.2% |
| All | +16.9% | +171.3% | -154.3% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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