+649.7%
XLU vs TT
+5,001.7%
-4,351.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | +2.1% | +1.6% | +0.5% | +1.7% |
| 30D | -0.4% | -7.3% | +6.9% | +1.4% |
| 3M | +0.5% | -2.6% | +3.1% | +0.8% |
| 6M | -5.8% | +5.9% | -11.7% | -7.6% |
| YTD | +3.1% | +15.4% | -12.3% | -1.1% |
| 1Y | +8.1% | +8.2% | -0.1% | +5.1% |
| 3Y | +50.5% | +122.7% | -72.1% | +20.7% |
| 5Y | +44.7% | +145.0% | -100.2% | +11.9% |
| 10Y | +136.8% | +893.7% | -756.9% | +29.0% |
| All | +649.7% | +5,001.7% | -4,351.9% | +140.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling