+226.1%
XLI vs TT
+725.1%
-499.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | +3.8% | +4.0% | -0.3% | +1.6% |
| 30D | +1.0% | -11.3% | +12.4% | +7.4% |
| 3M | -8.9% | -12.3% | +3.4% | -2.7% |
| 6M | -2.3% | -10.8% | +8.6% | +3.1% |
| YTD | +9.7% | +8.2% | +1.5% | +3.5% |
| 1Y | +12.3% | +1.5% | +10.8% | +9.6% |
| 3Y | +71.5% | +91.5% | -20.0% | +13.3% |
| 5Y | +70.2% | +130.2% | -60.0% | -2.4% |
| All | +226.1% | +725.1% | -499.0% | -14.2% |
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 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