+988.5%
XLE vs TT
+4,388.9%
-3,400.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.2% |
| 7D | -10.3% | -9.0% | -1.3% | -7.0% |
| 30D | -3.3% | -17.6% | +14.3% | +4.2% |
| 3M | +8.2% | -18.7% | +26.8% | +16.9% |
| 6M | +5.0% | -17.4% | +22.5% | +11.7% |
| YTD | +40.6% | +1.5% | +39.0% | +35.9% |
| 1Y | +45.0% | -9.4% | +54.4% | +46.7% |
| 3Y | +56.3% | +85.1% | -28.8% | +13.9% |
| 5Y | +152.2% | +125.7% | +26.5% | +62.5% |
| 10Y | +173.0% | +757.3% | -584.3% | -0.5% |
| All | +988.5% | +4,388.9% | -3,400.4% | +92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling