+228.0%
XLI vs TT
+744.7%
-516.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.5% | +0.8% | -2.3% | -1.9% |
| 30D | -0.3% | -11.8% | +11.5% | +6.3% |
| 3M | -8.4% | -11.6% | +3.2% | -2.5% |
| 6M | -2.1% | -9.3% | +7.2% | +2.3% |
| YTD | +9.6% | +8.9% | +0.8% | +3.1% |
| 1Y | +10.7% | -2.2% | +12.9% | +10.2% |
| 3Y | +71.6% | +91.9% | -20.3% | +13.2% |
| 5Y | +70.8% | +136.0% | -65.2% | -3.5% |
| 10Y | +228.0% | +734.7% | -506.8% | -13.4% |
| All | +228.0% | +744.7% | -516.7% | -13.4% |
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