+142.5%
XLC vs TTMI
+562.1%
-419.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +8.8% | -10.0% | -2.8% |
| 7D | -0.8% | +5.9% | -6.7% | -2.0% |
| 30D | +1.0% | -4.3% | +5.4% | +1.3% |
| 3M | -0.7% | -32.0% | +31.4% | +4.6% |
| 6M | -5.1% | +19.5% | -24.6% | -13.6% |
| YTD | -4.3% | +82.0% | -86.3% | -22.4% |
| 1Y | -0.6% | +172.6% | -173.2% | -29.1% |
| 3Y | +72.7% | +744.7% | -672.0% | -15.5% |
| 5Y | +38.0% | +805.6% | -767.6% | -36.5% |
| All | +142.5% | +562.1% | -419.6% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling