+580.5%
XLU vs TTMI
+508.4%
+72.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.4% | -3.7% | -0.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -3.3% | -8.4% | +5.1% | -2.8% |
| 3M | -3.2% | -32.5% | +29.3% | -0.9% |
| 6M | -7.0% | +32.5% | -39.4% | -10.4% |
| YTD | +0.6% | +83.2% | -82.6% | -6.1% |
| 1Y | +2.4% | +161.7% | -159.2% | -7.7% |
| 3Y | +46.3% | +890.1% | -843.9% | +16.4% |
| 5Y | +44.0% | +832.4% | -788.5% | +13.9% |
| 10Y | +140.1% | +1,115.8% | -975.7% | +81.5% |
| All | +580.5% | +508.4% | +72.1% | +353.9% |
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