-1.7%
XLC vs TT
-2.3%
+0.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.2% |
| 7D | +3.7% | +4.0% | -0.3% | +3.3% |
| 30D | -1.9% | -11.3% | +9.4% | -0.9% |
| 3M | -3.1% | -12.3% | +9.2% | -1.9% |
| 6M | -6.4% | -10.8% | +4.5% | -5.8% |
| YTD | -6.8% | +8.2% | -15.0% | -10.1% |
| 1Y | -1.7% | +1.5% | -3.2% | -3.6% |
| All | -1.7% | -2.3% | +0.6% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling