-1.7%
XLC vs TTMI
+6.4%
-8.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +3.9% | +1.1% |
| 7D | +3.7% | +11.4% | -7.7% | +3.7% |
| 30D | -1.9% | -28.3% | +26.4% | -1.8% |
| 3M | -3.1% | -46.7% | +43.5% | -3.0% |
| 6M | -6.4% | -56.1% | +49.8% | -6.0% |
| YTD | -6.8% | +7.4% | -14.2% | -9.6% |
| 1Y | -1.7% | +17.4% | -19.1% | -5.3% |
| All | -1.7% | +6.4% | -8.1% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling