+248.8%
XLF vs TTMI
+1,127.6%
-878.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | +0.1% |
| 7D | -1.5% | +0.7% | -2.1% | -1.6% |
| 30D | -1.2% | -8.4% | +7.3% | 0.0% |
| 3M | +9.2% | -32.5% | +41.6% | +15.2% |
| 6M | +16.3% | +32.5% | -16.2% | +4.2% |
| YTD | +5.4% | +83.2% | -77.8% | -14.1% |
| 1Y | +7.6% | +161.7% | -154.1% | -21.4% |
| 3Y | +74.2% | +890.1% | -815.9% | -15.7% |
| 5Y | +66.1% | +832.4% | -766.3% | -21.7% |
| All | +248.8% | +1,127.6% | -878.7% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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