+947.3%
XLK vs TTMI
+508.4%
+438.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.0% | +0.6% |
| 7D | +0.2% | +0.7% | -0.5% | 0.0% |
| 30D | -0.6% | -8.4% | +7.8% | +0.8% |
| 3M | +2.6% | -32.5% | +35.0% | +9.6% |
| 6M | +34.0% | +32.5% | +1.5% | +23.2% |
| YTD | +30.7% | +83.2% | -52.6% | +11.0% |
| 1Y | +39.2% | +161.7% | -122.5% | +8.7% |
| 3Y | +120.4% | +890.1% | -769.7% | +28.4% |
| 5Y | +148.8% | +832.4% | -683.6% | +44.1% |
| 10Y | +803.3% | +1,115.8% | -312.5% | +377.3% |
| All | +947.3% | +508.4% | +438.9% | +296.7% |
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