-10.2%
XLC vs TT
-16.5%
+6.3%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | +0.4% |
| 7D | +4.9% | -2.0% | +6.9% | +4.9% |
| 30D | -5.8% | -14.0% | +8.2% | -5.9% |
| 3M | -5.4% | -15.9% | +10.4% | -5.4% |
| 6M | -10.2% | -17.3% | +7.1% | -11.3% |
| All | -10.2% | -16.5% | +6.3% | -11.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling