+64.0%
XLE vs TT
+94.9%
-30.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | -6.7% | +0.8% | -7.5% | -6.8% |
| 30D | -4.4% | -11.8% | +7.4% | -3.3% |
| 3M | +4.0% | -11.6% | +15.6% | +5.2% |
| 6M | +13.2% | -9.3% | +22.5% | +13.8% |
| YTD | +41.9% | +8.9% | +33.0% | +37.3% |
| 1Y | +41.6% | -2.2% | +43.9% | +40.1% |
| 3Y | +64.0% | +91.9% | -27.9% | +50.5% |
| All | +64.0% | +94.9% | -30.9% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling