+1,117.4%
XLI vs TT
+5,023.4%
-3,906.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | 0.0% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -5.9% | -7.2% | +1.2% | -2.7% |
| 3M | -0.3% | -3.0% | +2.7% | +0.9% |
| 6M | +0.1% | +1.4% | -1.2% | -1.0% |
| YTD | +13.6% | +15.9% | -2.3% | +5.2% |
| 1Y | +17.2% | +9.4% | +7.8% | +11.2% |
| 3Y | +68.2% | +124.4% | -56.2% | +11.2% |
| 5Y | +80.7% | +138.0% | -57.3% | +14.4% |
| 10Y | +253.3% | +886.4% | -633.1% | +14.6% |
| All | +1,117.4% | +5,023.4% | -3,906.0% | +56.5% |
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