+754.9%
XLV vs TTMI
+508.4%
+246.4%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.5% |
| 7D | -3.6% | +0.7% | -4.2% | -3.6% |
| 30D | -1.8% | -8.4% | +6.6% | -1.3% |
| 3M | +7.8% | -32.5% | +40.2% | +10.6% |
| 6M | +9.1% | +32.5% | -23.4% | +3.8% |
| YTD | +7.7% | +83.2% | -75.5% | -1.5% |
| 1Y | +20.4% | +161.7% | -141.3% | +5.3% |
| 3Y | +30.8% | +890.1% | -859.4% | -2.3% |
| 5Y | +34.6% | +832.4% | -797.8% | -0.3% |
| 10Y | +173.4% | +1,115.8% | -942.4% | +92.0% |
| All | +754.9% | +508.4% | +246.4% | +412.9% |
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