+75.2%
XLF vs TT
+121.9%
-46.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.2% | +1.6% | -1.4% | -0.2% |
| 30D | -0.5% | -7.3% | +6.8% | +1.2% |
| 3M | +10.6% | -2.6% | +13.2% | +10.9% |
| 6M | +14.3% | +5.9% | +8.4% | +11.6% |
| YTD | +5.5% | +15.4% | -9.9% | +0.4% |
| 1Y | +9.6% | +8.2% | +1.3% | +5.9% |
| 3Y | +75.2% | +122.7% | -47.5% | +42.5% |
| All | +75.2% | +121.9% | -46.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling