+32.9%
XLV vs TTMI
+9.6%
+23.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -10.1% | +13.2% | +2.7% |
| 7D | +5.5% | -19.2% | +24.7% | +4.9% |
| 30D | +13.3% | -44.9% | +58.2% | +11.9% |
| 3M | +17.4% | -44.7% | +62.2% | +16.1% |
| 6M | +32.1% | -53.4% | +85.5% | +30.1% |
| YTD | +24.0% | +6.3% | +17.7% | +18.7% |
| 1Y | +32.9% | +10.7% | +22.2% | +26.8% |
| All | +32.9% | +9.6% | +23.3% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling