+49.9%
XLE vs TTMI
+9.6%
+40.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -10.1% | +5.4% | -4.8% |
| 7D | -7.2% | -19.2% | +12.0% | -7.4% |
| 30D | +0.1% | -44.9% | +45.0% | -0.8% |
| 3M | +9.2% | -44.7% | +53.9% | +8.3% |
| 6M | +8.4% | -53.4% | +61.8% | +7.4% |
| YTD | +44.9% | +6.3% | +38.5% | +44.2% |
| 1Y | +49.9% | +10.7% | +39.2% | +49.6% |
| All | +49.9% | +9.6% | +40.3% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 1y: compounded portfolio wealth divided by compounded TTMI 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…
1y analysis · Full analysis span regression · 6 months rolling