+179.2%
XLE vs TT
+725.1%
-545.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.5% |
| 7D | +5.4% | +4.0% | +1.4% | +3.7% |
| 30D | -3.9% | -11.3% | +7.4% | +0.3% |
| 3M | +7.0% | -12.3% | +19.3% | +12.1% |
| 6M | +14.2% | -10.8% | +25.1% | +17.6% |
| YTD | +48.2% | +8.2% | +40.0% | +38.7% |
| 1Y | +47.7% | +1.5% | +46.2% | +41.9% |
| 3Y | +70.0% | +91.5% | -21.5% | +15.6% |
| 5Y | +169.1% | +130.2% | +38.9% | +59.9% |
| All | +179.2% | +725.1% | -545.9% | -18.9% |
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