+43.7%
XLP vs TT
+85.3%
-41.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.6% |
| 7D | +3.5% | -9.0% | +12.5% | +3.8% |
| 30D | +11.6% | -17.6% | +29.2% | +12.4% |
| 3M | +7.6% | -18.7% | +26.3% | +8.6% |
| 6M | +10.0% | -17.4% | +27.5% | +10.7% |
| YTD | +19.7% | +1.5% | +18.2% | +18.1% |
| 1Y | +23.5% | -9.4% | +32.8% | +23.0% |
| All | +43.7% | +85.3% | -41.6% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling