+225.2%
XLF vs TT
+748.9%
-523.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.1% |
| 7D | -1.0% | +3.5% | -4.5% | -2.6% |
| 30D | +6.5% | -11.0% | +17.5% | +12.0% |
| 3M | +1.8% | -12.0% | +13.8% | +7.4% |
| 6M | +15.4% | -10.4% | +25.8% | +19.7% |
| YTD | +8.4% | +9.9% | -1.6% | +0.2% |
| 1Y | +11.9% | +1.5% | +10.5% | +7.7% |
| 3Y | +81.1% | +93.7% | -12.6% | +17.7% |
| 5Y | +59.5% | +139.2% | -79.8% | -11.4% |
| 10Y | +225.2% | +741.5% | -516.3% | -11.8% |
| All | +225.2% | +748.9% | -523.7% | -11.8% |
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