+539.7%
XLP vs TTMI
+504.4%
+35.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +8.8% | -9.6% | -1.3% |
| 7D | -1.0% | +5.9% | -6.9% | -1.4% |
| 30D | -0.9% | -4.3% | +3.4% | -0.8% |
| 3M | +3.8% | -32.0% | +35.9% | +5.4% |
| 6M | -1.7% | +19.5% | -21.2% | -4.1% |
| YTD | +10.3% | +82.0% | -71.8% | +4.5% |
| 1Y | +7.8% | +172.6% | -164.8% | -1.0% |
| 3Y | +27.2% | +744.7% | -717.5% | +7.2% |
| 5Y | +32.5% | +805.6% | -773.0% | +10.2% |
| 10Y | +101.8% | +1,057.6% | -955.8% | +62.3% |
| All | +539.7% | +504.4% | +35.4% | +364.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling