+124.6%
XLP vs TTMI
+352.8%
-228.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -1.6% |
| 7D | +0.7% | -19.8% | +20.5% | +1.7% |
| 30D | +10.3% | -48.1% | +58.4% | +13.5% |
| 3M | +6.5% | -51.2% | +57.8% | +9.8% |
| 6M | +8.4% | -59.6% | +68.0% | +12.3% |
| YTD | +18.2% | -3.6% | +21.8% | +11.8% |
| 1Y | +22.4% | -2.3% | +24.8% | +15.1% |
| 3Y | +41.9% | +369.4% | -327.5% | +7.2% |
| 5Y | +40.9% | +365.4% | -324.6% | +4.1% |
| All | +124.6% | +352.8% | -228.2% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling