+736.3%
TT vs XYL
+100.4%
+635.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | -3.7% | +7.8% | +6.4% |
| 30D | -11.3% | -8.3% | -3.0% | -8.3% |
| 3M | -12.3% | -21.4% | +9.1% | -0.6% |
| 6M | -10.8% | -12.9% | +2.1% | -5.5% |
| YTD | +8.2% | -30.1% | +38.2% | +30.3% |
| 1Y | +1.5% | -35.2% | +36.6% | +28.2% |
| 3Y | +91.5% | -0.8% | +92.2% | +80.4% |
| 5Y | +130.2% | -23.2% | +153.4% | +150.6% |
| All | +736.3% | +100.4% | +635.9% | +437.2% |
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