+561.3%
XLP vs TT
+4,388.9%
-3,827.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | +0.2% |
| 7D | +3.5% | -9.0% | +12.5% | +5.5% |
| 30D | +11.6% | -17.6% | +29.2% | +15.9% |
| 3M | +7.6% | -18.7% | +26.3% | +12.0% |
| 6M | +10.0% | -17.4% | +27.5% | +13.6% |
| YTD | +19.7% | +1.5% | +18.2% | +17.9% |
| 1Y | +23.5% | -9.4% | +32.8% | +24.5% |
| 3Y | +44.0% | +85.1% | -41.1% | +22.1% |
| 5Y | +42.7% | +125.7% | -83.1% | +14.1% |
| 10Y | +131.3% | +757.3% | -626.0% | +36.0% |
| All | +561.3% | +4,388.9% | -3,827.6% | +128.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling