+136.0%
XLC vs TT
+564.1%
-428.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.6% |
| 7D | +3.7% | +4.0% | -0.3% | +2.2% |
| 30D | -1.9% | -11.3% | +9.4% | +2.2% |
| 3M | -3.1% | -12.3% | +9.2% | +1.2% |
| 6M | -6.4% | -10.8% | +4.5% | -3.5% |
| YTD | -6.8% | +8.2% | -15.0% | -11.7% |
| 1Y | -1.7% | +1.5% | -3.2% | -4.5% |
| 3Y | +64.7% | +91.5% | -26.8% | +18.9% |
| 5Y | +41.1% | +130.2% | -89.1% | -8.9% |
| All | +136.0% | +564.1% | -428.1% | -5.5% |
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