+41.9%
XLP vs TTMI
+355.9%
-314.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.9% | -8.2% | -1.0% |
| 7D | +0.7% | -19.8% | +20.5% | +0.1% |
| 30D | +10.3% | -48.1% | +58.4% | +8.7% |
| 3M | +6.5% | -51.2% | +57.8% | +5.1% |
| 6M | +8.4% | -59.6% | +68.0% | +6.9% |
| YTD | +18.2% | -3.6% | +21.8% | +15.7% |
| 1Y | +22.4% | -2.3% | +24.8% | +19.9% |
| 3Y | +41.9% | +369.4% | -327.5% | +27.4% |
| All | +41.9% | +355.9% | -314.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling