+215.2%
XLY vs TTMI
+1,127.6%
-912.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.2% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -4.2% | -8.4% | +4.3% | -3.0% |
| 3M | -2.7% | -32.5% | +29.8% | +3.5% |
| 6M | -0.6% | +32.5% | -33.1% | -11.3% |
| YTD | -5.0% | +83.2% | -88.3% | -23.3% |
| 1Y | -4.1% | +161.7% | -165.8% | -30.7% |
| 3Y | +33.6% | +890.1% | -856.5% | -35.2% |
| 5Y | +28.7% | +832.4% | -803.7% | -38.5% |
| All | +215.2% | +1,127.6% | -912.4% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling