+1,103.3%
XLY vs TTMI
+508.4%
+594.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.4% | -2.5% | +0.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.8% |
| 30D | -4.2% | -8.4% | +4.3% | -3.3% |
| 3M | -2.7% | -32.5% | +29.8% | +1.8% |
| 6M | -0.6% | +32.5% | -33.1% | -8.0% |
| YTD | -5.0% | +83.2% | -88.3% | -17.5% |
| 1Y | -4.1% | +161.7% | -165.8% | -22.3% |
| 3Y | +33.6% | +890.1% | -856.5% | -14.6% |
| 5Y | +28.7% | +832.4% | -803.7% | -18.2% |
| 10Y | +219.6% | +1,115.8% | -896.2% | +88.3% |
| All | +1,103.3% | +508.4% | +594.9% | +473.9% |
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