+37.7%
XLC vs TT
+140.2%
-102.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.5% |
| 7D | -0.8% | 0.0% | -0.8% | -0.9% |
| 30D | +1.0% | -7.2% | +8.2% | +3.7% |
| 3M | -0.7% | -3.0% | +2.3% | -0.3% |
| 6M | -5.1% | +1.4% | -6.5% | -6.8% |
| YTD | -4.3% | +15.9% | -20.2% | -11.2% |
| 1Y | -0.6% | +9.4% | -10.0% | -6.0% |
| 3Y | +72.7% | +124.4% | -51.7% | +13.6% |
| All | +37.7% | +140.2% | -102.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling