+805.8%
XLI vs TTMI
+522.4%
+283.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.0% | -3.5% | -1.0% |
| 7D | +1.0% | +12.2% | -11.2% | -1.0% |
| 30D | -5.8% | -5.7% | -0.1% | -5.3% |
| 3M | +0.7% | -27.5% | +28.2% | +4.5% |
| 6M | +3.2% | +47.1% | -44.0% | -6.0% |
| YTD | +13.0% | +87.5% | -74.4% | -2.0% |
| 1Y | +16.8% | +175.2% | -158.4% | -6.2% |
| 3Y | +72.4% | +901.9% | -829.5% | +8.9% |
| 5Y | +82.8% | +843.5% | -760.7% | +14.4% |
| 10Y | +252.4% | +1,077.0% | -824.5% | +105.5% |
| All | +805.8% | +522.4% | +283.4% | +317.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling