+508.9%
XLP vs TT
+5,023.4%
-4,514.5%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -0.9% | -7.2% | +6.3% | +0.6% |
| 3M | +3.8% | -3.0% | +6.8% | +4.1% |
| 6M | -1.7% | +1.4% | -3.1% | -2.7% |
| YTD | +10.3% | +15.9% | -5.6% | +5.9% |
| 1Y | +7.8% | +9.4% | -1.6% | +4.6% |
| 3Y | +27.2% | +124.4% | -97.2% | +3.5% |
| 5Y | +32.5% | +138.0% | -105.5% | +5.1% |
| 10Y | +101.8% | +886.4% | -784.6% | +15.4% |
| All | +508.9% | +5,023.4% | -4,514.5% | +105.5% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling