+139.5%
XLP vs TTMI
+394.2%
-254.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.6% |
| 7D | +2.5% | +11.4% | -8.9% | +1.9% |
| 30D | +7.3% | -28.3% | +35.6% | +8.5% |
| 3M | +8.1% | -46.7% | +54.7% | +11.0% |
| 6M | +10.5% | -56.1% | +66.6% | +14.1% |
| YTD | +21.2% | +7.4% | +13.8% | +13.9% |
| 1Y | +22.7% | +17.4% | +5.3% | +13.8% |
| 3Y | +44.8% | +429.1% | -384.3% | +8.3% |
| 5Y | +44.7% | +418.8% | -374.0% | +6.0% |
| All | +139.5% | +394.2% | -254.7% | +66.8% |
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