+970.2%
XLB vs TTMI
+256.5%
+713.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.2% |
| 7D | +0.5% | +11.4% | -10.8% | -1.3% |
| 30D | +5.2% | -28.3% | +33.4% | +8.6% |
| 3M | +0.3% | -46.7% | +47.0% | +7.5% |
| 6M | +1.2% | -56.1% | +57.3% | +9.9% |
| YTD | +16.6% | +7.4% | +9.3% | +7.7% |
| 1Y | +21.4% | +17.4% | +4.0% | +9.8% |
| 3Y | +43.2% | +429.1% | -385.9% | -1.5% |
| 5Y | +28.0% | +418.8% | -390.7% | -13.3% |
| 10Y | +164.8% | +411.2% | -246.5% | +73.6% |
| All | +970.2% | +256.5% | +713.7% | +434.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling