+1,076.3%
XLI vs TT
+4,710.7%
-3,634.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +4.7% | -0.9% | +1.6% |
| 7D | -0.5% | +1.7% | -2.2% | -1.3% |
| 30D | -0.2% | -11.8% | +11.6% | +5.5% |
| 3M | -8.6% | -12.6% | +4.0% | -3.0% |
| 6M | -2.0% | -9.4% | +7.4% | +2.0% |
| YTD | +9.7% | +8.8% | +0.9% | +4.3% |
| 1Y | +11.4% | -2.5% | +13.9% | +11.4% |
| 3Y | +74.2% | +95.7% | -21.4% | +23.3% |
| 5Y | +70.0% | +135.7% | -65.8% | +7.8% |
| 10Y | +235.2% | +750.6% | -515.4% | +16.2% |
| All | +1,076.3% | +4,710.7% | -3,634.4% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling