+68.7%
XLC vs TTMI
+859.5%
-790.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.3% |
| 7D | -1.4% | +7.5% | -8.9% | -2.0% |
| 30D | -0.9% | -4.5% | +3.6% | -0.7% |
| 3M | -0.3% | -28.5% | +28.2% | +1.9% |
| 6M | -5.2% | +28.4% | -33.5% | -10.4% |
| YTD | -5.3% | +80.1% | -85.4% | -15.6% |
| 1Y | -2.8% | +161.0% | -163.8% | -19.9% |
| All | +68.7% | +859.5% | -790.8% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling