+251.6%
XLF vs TT
+906.5%
-654.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.0% | +1.4% | -2.5% | -1.7% |
| 30D | -1.3% | -6.7% | +5.4% | +1.9% |
| 3M | +9.1% | -5.4% | +14.6% | +11.2% |
| 6M | +14.4% | +4.4% | +10.0% | +10.2% |
| YTD | +5.1% | +14.9% | -9.8% | -4.2% |
| 1Y | +8.6% | +9.3% | -0.6% | +1.1% |
| 3Y | +74.4% | +121.7% | -47.3% | +5.4% |
| 5Y | +64.4% | +148.2% | -83.8% | -9.6% |
| 10Y | +251.6% | +957.3% | -705.7% | -11.4% |
| All | +251.6% | +906.5% | -654.9% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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