+143.7%
XLC vs TTMI
+566.5%
-422.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.4% | +0.4% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +2.1% | -8.4% | +10.6% | +3.3% |
| 3M | +0.7% | -32.5% | +33.2% | +6.4% |
| 6M | -3.2% | +32.5% | -35.7% | -13.6% |
| YTD | -3.8% | +83.2% | -87.0% | -22.2% |
| 1Y | -2.0% | +161.7% | -163.7% | -29.3% |
| 3Y | +71.4% | +890.1% | -818.8% | -20.0% |
| 5Y | +40.7% | +832.4% | -791.8% | -35.8% |
| All | +143.7% | +566.5% | -422.8% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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