+957.3%
TT vs XYL
+140.7%
+816.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | +0.3% |
| 7D | +1.4% | +0.8% | +0.6% | +0.8% |
| 30D | -6.7% | -10.8% | +4.2% | +0.1% |
| 3M | -5.4% | -2.5% | -2.9% | -4.3% |
| 6M | +4.4% | -12.2% | +16.6% | +12.5% |
| YTD | +14.9% | -20.1% | +35.0% | +30.4% |
| 1Y | +9.3% | -20.6% | +29.9% | +24.4% |
| 3Y | +121.7% | +17.3% | +104.4% | +92.3% |
| 5Y | +148.2% | -14.5% | +162.6% | +158.4% |
| 10Y | +957.3% | +150.2% | +807.1% | +468.3% |
| All | +957.3% | +140.7% | +816.6% | +468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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