+30.8%
XLV vs TTMI
+876.4%
-845.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.2% |
| 7D | -3.6% | +0.7% | -4.2% | -3.6% |
| 30D | -1.8% | -8.4% | +6.6% | -1.7% |
| 3M | +7.8% | -32.5% | +40.2% | +8.8% |
| 6M | +9.1% | +32.5% | -23.4% | +6.2% |
| YTD | +7.7% | +83.2% | -75.5% | +2.7% |
| 1Y | +20.4% | +161.7% | -141.3% | +11.9% |
| 3Y | +30.8% | +890.1% | -859.4% | +7.6% |
| All | +30.8% | +876.4% | -845.6% | +7.6% |
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