+688.6%
XLE vs TTMI
+247.6%
+441.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.6% | +1.0% |
| 7D | -6.7% | -11.5% | +4.8% | -5.4% |
| 30D | -4.4% | -40.3% | +35.9% | +1.0% |
| 3M | +4.0% | -44.5% | +48.5% | +10.3% |
| 6M | +13.2% | -54.1% | +67.2% | +21.2% |
| YTD | +41.9% | +4.7% | +37.2% | +31.8% |
| 1Y | +41.6% | +3.3% | +38.3% | +30.9% |
| 3Y | +64.0% | +407.2% | -343.3% | +16.2% |
| 5Y | +158.1% | +406.5% | -248.4% | +78.9% |
| 10Y | +163.9% | +420.4% | -256.4% | +78.1% |
| All | +688.6% | +247.6% | +441.1% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling