+181.3%
XLE vs TTMI
+1,044.1%
-862.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.5% |
| 7D | +0.3% | +7.5% | -7.2% | -1.1% |
| 30D | +8.5% | -4.5% | +13.0% | +8.8% |
| 3M | +14.6% | -28.5% | +43.2% | +19.4% |
| 6M | +17.6% | +28.4% | -10.8% | +5.7% |
| YTD | +48.1% | +80.1% | -32.0% | +20.6% |
| 1Y | +53.8% | +161.0% | -107.2% | +11.4% |
| 3Y | +56.2% | +862.4% | -806.2% | -25.2% |
| 5Y | +227.7% | +812.9% | -585.2% | +51.1% |
| 10Y | +181.3% | +1,094.7% | -913.4% | +20.8% |
| All | +181.3% | +1,044.1% | -862.8% | +20.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling