+54.7%
XLE vs TTMI
+816.8%
-762.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -1.3% |
| 7D | +2.2% | +5.9% | -3.7% | +1.9% |
| 30D | +11.8% | -4.3% | +16.1% | +11.9% |
| 3M | +9.8% | -32.0% | +41.9% | +11.8% |
| 6M | +15.6% | +19.5% | -3.9% | +11.5% |
| YTD | +45.3% | +82.0% | -36.8% | +32.7% |
| 1Y | +48.3% | +172.6% | -124.3% | +26.3% |
| All | +54.7% | +816.8% | -762.1% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling