+46.3%
XLU vs TTMI
+876.4%
-830.1%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.5% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | -3.3% | -8.4% | +5.1% | -3.0% |
| 3M | -3.2% | -32.5% | +29.3% | -1.6% |
| 6M | -7.0% | +32.5% | -39.4% | -9.9% |
| YTD | +0.6% | +83.2% | -82.6% | -5.2% |
| 1Y | +2.4% | +161.7% | -159.2% | -6.6% |
| 3Y | +46.3% | +890.1% | -843.9% | +12.8% |
| All | +46.3% | +876.4% | -830.1% | +12.8% |
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