+33.6%
XLY vs TT
+119.8%
-86.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -1.7% | -1.2% | -0.5% | -1.3% |
| 30D | -4.2% | -7.3% | +3.1% | -1.7% |
| 3M | -2.7% | -3.6% | +0.9% | -2.0% |
| 6M | -0.6% | +2.8% | -3.4% | -2.6% |
| YTD | -5.0% | +14.5% | -19.5% | -11.0% |
| 1Y | -4.1% | +7.4% | -11.5% | -8.1% |
| 3Y | +33.6% | +116.2% | -82.6% | +0.9% |
| All | +33.6% | +119.8% | -86.3% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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