+253.9%
XLI vs TTMI
+1,127.6%
-873.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.4% | -2.3% | +0.4% |
| 7D | -1.7% | +0.7% | -2.3% | -1.8% |
| 30D | -7.3% | -8.4% | +1.2% | -5.9% |
| 3M | -1.3% | -32.5% | +31.1% | +5.2% |
| 6M | +2.2% | +32.5% | -30.2% | -8.1% |
| YTD | +11.7% | +83.2% | -71.5% | -8.6% |
| 1Y | +14.3% | +161.7% | -147.4% | -16.0% |
| 3Y | +70.3% | +890.1% | -819.8% | -15.7% |
| 5Y | +82.3% | +832.4% | -750.1% | -11.8% |
| All | +253.9% | +1,127.6% | -873.7% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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