+44.0%
XLP vs TTMI
+416.2%
-372.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.4% |
| 7D | +2.5% | +11.4% | -8.9% | +2.5% |
| 30D | +7.3% | -28.3% | +35.6% | +7.4% |
| 3M | +8.1% | -46.7% | +54.7% | +8.6% |
| 6M | +10.5% | -56.1% | +66.6% | +11.4% |
| YTD | +21.2% | +7.4% | +13.8% | +16.6% |
| 1Y | +22.7% | +17.4% | +5.3% | +17.3% |
| 3Y | +44.8% | +429.1% | -384.3% | +19.4% |
| All | +44.0% | +416.2% | -372.2% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling