+49.9%
XLE vs TT
-6.5%
+56.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.1% | -4.9% |
| 7D | -7.2% | -8.5% | +1.3% | -7.9% |
| 30D | +0.1% | -12.8% | +12.9% | -1.0% |
| 3M | +9.2% | -12.9% | +22.1% | +8.1% |
| 6M | +8.4% | -15.2% | +23.6% | +7.5% |
| YTD | +44.9% | +6.2% | +38.7% | +42.9% |
| 1Y | +49.9% | -4.5% | +54.4% | +47.2% |
| All | +49.9% | -6.5% | +56.3% | +47.2% |
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