+217.7%
XLF vs TT
+725.1%
-507.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.5% |
| 7D | +2.7% | +4.0% | -1.4% | +0.7% |
| 30D | +7.6% | -11.3% | +18.9% | +13.3% |
| 3M | +1.1% | -12.3% | +13.4% | +6.8% |
| 6M | +15.9% | -10.8% | +26.7% | +20.5% |
| YTD | +8.4% | +8.2% | +0.3% | +1.0% |
| 1Y | +12.5% | +1.5% | +11.0% | +8.2% |
| 3Y | +81.6% | +91.5% | -9.9% | +18.5% |
| 5Y | +59.3% | +130.2% | -70.9% | -9.7% |
| All | +217.7% | +725.1% | -507.4% | -14.7% |
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