+48.3%
XLE vs TT
+10.3%
+38.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.2% |
| 30D | +11.8% | -7.4% | +19.2% | +11.1% |
| 3M | +9.8% | -3.2% | +13.0% | +9.6% |
| 6M | +15.6% | +1.1% | +14.5% | +15.7% |
| YTD | +45.3% | +15.6% | +29.6% | +43.9% |
| 1Y | +48.3% | +9.2% | +39.1% | +46.7% |
| All | +48.3% | +10.3% | +38.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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