+173.9%
XLE vs TT
+748.9%
-575.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.5% |
| 7D | -0.2% | +3.5% | -3.7% | -1.6% |
| 30D | -4.0% | -11.0% | +7.0% | +0.2% |
| 3M | +4.6% | -12.0% | +16.6% | +9.4% |
| 6M | +12.3% | -10.4% | +22.7% | +15.5% |
| YTD | +44.5% | +9.9% | +34.6% | +34.4% |
| 1Y | +42.4% | +1.5% | +40.9% | +37.0% |
| 3Y | +67.0% | +93.7% | -26.7% | +13.2% |
| 5Y | +161.9% | +139.2% | +22.7% | +52.3% |
| 10Y | +173.9% | +741.5% | -567.6% | -20.5% |
| All | +173.9% | +748.9% | -575.0% | -20.5% |
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