+707.3%
XLE vs TTMI
+504.4%
+202.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.8% | -9.7% | -2.1% |
| 7D | +2.2% | +5.9% | -3.7% | +1.3% |
| 30D | +11.8% | -4.3% | +16.1% | +12.0% |
| 3M | +9.8% | -32.0% | +41.9% | +13.9% |
| 6M | +15.6% | +19.5% | -3.9% | +8.8% |
| YTD | +45.3% | +82.0% | -36.8% | +27.4% |
| 1Y | +48.3% | +172.6% | -124.3% | +21.0% |
| 3Y | +55.4% | +744.7% | -689.2% | +4.3% |
| 5Y | +216.1% | +805.6% | -589.5% | +106.0% |
| 10Y | +178.4% | +1,057.6% | -879.2% | +71.4% |
| All | +707.3% | +504.4% | +202.9% | +319.8% |
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 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