+1,090.8%
XLI vs TT
+4,759.6%
-3,668.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +0.9% |
| 7D | +0.9% | +3.5% | -2.6% | -0.7% |
| 30D | +1.1% | -11.0% | +12.1% | +6.5% |
| 3M | -7.7% | -12.0% | +4.3% | -2.3% |
| 6M | -1.8% | -10.4% | +8.6% | +2.7% |
| YTD | +11.1% | +9.9% | +1.2% | +5.1% |
| 1Y | +12.1% | +1.5% | +10.6% | +10.0% |
| 3Y | +73.8% | +93.7% | -19.9% | +23.6% |
| 5Y | +73.8% | +139.2% | -65.5% | +9.5% |
| 10Y | +231.7% | +741.5% | -509.8% | +15.5% |
| All | +1,090.8% | +4,759.6% | -3,668.9% | +56.4% |
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 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