+65.5%
XLF vs TT
+146.0%
-80.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | +0.2% | +1.6% | -1.4% | -0.4% |
| 30D | -0.5% | -7.3% | +6.8% | +2.1% |
| 3M | +10.6% | -2.6% | +13.2% | +11.0% |
| 6M | +14.3% | +5.9% | +8.4% | +10.6% |
| YTD | +5.5% | +15.4% | -9.9% | -1.6% |
| 1Y | +9.6% | +8.2% | +1.3% | +4.4% |
| 3Y | +75.2% | +122.7% | -47.5% | +18.1% |
| 5Y | +65.5% | +145.0% | -79.4% | -0.2% |
| All | +65.5% | +146.0% | -80.4% | -0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling