+149.9%
XLE vs TTMI
+364.5%
-214.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.9% | -6.9% | -0.6% |
| 7D | -12.0% | -19.8% | +7.8% | -10.5% |
| 30D | -2.7% | -48.1% | +45.4% | +1.6% |
| 3M | +6.6% | -51.2% | +57.8% | +11.5% |
| 6M | +9.5% | -59.6% | +69.1% | +15.5% |
| YTD | +40.6% | -3.6% | +44.2% | +30.3% |
| 1Y | +43.6% | -2.3% | +45.9% | +31.9% |
| 3Y | +58.1% | +369.4% | -311.3% | +6.7% |
| All | +149.9% | +364.5% | -214.5% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling