+37.6%
XLC vs TTMI
+806.9%
-769.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.1% |
| 7D | -1.4% | +7.5% | -8.9% | -2.4% |
| 30D | -0.9% | -4.5% | +3.6% | -0.7% |
| 3M | -0.3% | -28.5% | +28.2% | +2.9% |
| 6M | -5.2% | +28.4% | -33.5% | -12.6% |
| YTD | -5.3% | +80.1% | -85.4% | -19.6% |
| 1Y | -2.8% | +161.0% | -163.8% | -25.3% |
| 3Y | +71.2% | +862.4% | -791.2% | -9.7% |
| 5Y | +37.6% | +812.9% | -775.4% | -29.2% |
| All | +37.6% | +806.9% | -769.4% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling