+102.9%
XLP vs TTMI
+1,093.3%
-990.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.6% | -0.9% |
| 7D | -1.4% | +12.2% | -13.6% | -2.2% |
| 30D | -1.3% | -5.7% | +4.4% | -1.1% |
| 3M | +1.8% | -27.5% | +29.3% | +3.5% |
| 6M | -0.8% | +47.1% | -48.0% | -6.0% |
| YTD | +9.5% | +87.5% | -77.9% | +0.8% |
| 1Y | +7.2% | +175.2% | -168.0% | -6.0% |
| 3Y | +27.1% | +901.9% | -874.8% | -7.2% |
| 5Y | +32.0% | +843.5% | -811.4% | -4.8% |
| 10Y | +102.9% | +1,077.0% | -974.1% | +37.4% |
| All | +102.9% | +1,093.3% | -990.4% | +37.4% |
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