+135.9%
XLU vs TT
+961.2%
-825.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.3% |
| 30D | -3.3% | -7.3% | +4.0% | -1.2% |
| 3M | -3.2% | -3.6% | +0.4% | -2.5% |
| 6M | -7.0% | +2.8% | -9.8% | -8.4% |
| YTD | +0.6% | +14.5% | -13.9% | -4.3% |
| 1Y | +2.4% | +7.4% | -5.0% | -0.9% |
| 3Y | +46.3% | +116.2% | -70.0% | +10.9% |
| 5Y | +44.0% | +147.4% | -103.4% | +2.2% |
| All | +135.9% | +961.2% | -825.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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