+163.9%
XLE vs TT
+782.6%
-618.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | -1.3% |
| 7D | -7.9% | +1.7% | -9.6% | -8.6% |
| 30D | -4.8% | -11.8% | +7.0% | -0.3% |
| 3M | +8.4% | -12.6% | +21.0% | +13.6% |
| 6M | +12.7% | -9.4% | +22.0% | +15.3% |
| YTD | +41.3% | +8.8% | +32.5% | +31.9% |
| 1Y | +42.3% | -2.5% | +44.8% | +39.3% |
| 3Y | +65.1% | +95.7% | -30.6% | +11.2% |
| 5Y | +150.2% | +135.7% | +14.5% | +46.6% |
| 10Y | +163.9% | +750.6% | -586.7% | -23.3% |
| All | +163.9% | +782.6% | -618.7% | -23.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling