+311.3%
XLF vs TTMI
+522.4%
-211.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -1.9% |
| 7D | +0.2% | +12.2% | -12.0% | -2.0% |
| 30D | -0.5% | -5.7% | +5.2% | 0.0% |
| 3M | +10.6% | -27.5% | +38.1% | +14.9% |
| 6M | +14.3% | +47.1% | -32.8% | +1.7% |
| YTD | +5.5% | +87.5% | -81.9% | -11.8% |
| 1Y | +9.6% | +175.2% | -165.6% | -16.4% |
| 3Y | +75.2% | +901.9% | -826.8% | 0.0% |
| 5Y | +65.5% | +843.5% | -777.9% | -6.7% |
| 10Y | +246.4% | +1,077.0% | -830.5% | +79.2% |
| All | +311.3% | +522.4% | -211.2% | +67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling