+54.6%
XLE vs TT
+125.0%
-70.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -0.9% |
| 7D | +2.2% | 0.0% | +2.2% | +2.2% |
| 30D | +11.8% | -7.2% | +18.9% | +12.5% |
| 3M | +9.8% | -3.0% | +12.8% | +9.8% |
| 6M | +15.6% | +1.4% | +14.2% | +14.6% |
| YTD | +45.3% | +15.9% | +29.4% | +40.8% |
| 1Y | +48.3% | +9.4% | +38.9% | +44.8% |
| All | +54.6% | +125.0% | -70.4% | +45.1% |
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