+134.0%
XLC vs TT
+568.6%
-434.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.3% |
| 7D | +6.2% | +0.8% | +5.4% | +5.8% |
| 30D | -2.4% | -11.8% | +9.4% | +2.0% |
| 3M | -3.3% | -11.6% | +8.2% | +0.7% |
| 6M | -7.3% | -9.3% | +2.0% | -5.1% |
| YTD | -7.6% | +8.9% | -16.5% | -12.7% |
| 1Y | -3.7% | -2.2% | -1.5% | -5.1% |
| 3Y | +62.9% | +91.9% | -29.0% | +17.6% |
| 5Y | +41.6% | +136.0% | -94.4% | -9.5% |
| All | +134.0% | +568.6% | -434.6% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling