+80.4%
XLI vs TTMI
+798.2%
-717.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -2.3% | +6.0% | -8.3% | -3.3% |
| 30D | -8.2% | -6.4% | -1.7% | -7.5% |
| 3M | +0.8% | -28.9% | +29.7% | +5.2% |
| 6M | +0.8% | +26.9% | -26.0% | -6.7% |
| YTD | +10.5% | +77.3% | -66.8% | -5.4% |
| 1Y | +14.1% | +147.5% | -133.4% | -10.3% |
| 3Y | +68.6% | +847.6% | -779.0% | -6.1% |
| 5Y | +80.4% | +802.2% | -721.8% | -1.8% |
| All | +80.4% | +798.2% | -717.8% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling