+1.5%
TT vs XYL
-36.2%
+37.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +4.0% | -3.7% | +7.8% | +4.9% |
| 30D | -11.3% | -8.3% | -3.0% | -10.4% |
| 3M | -12.3% | -21.4% | +9.1% | -5.5% |
| 6M | -10.8% | -12.9% | +2.1% | -8.5% |
| YTD | +8.2% | -30.1% | +38.2% | +16.8% |
| 1Y | +1.5% | -35.2% | +36.6% | +14.1% |
| All | +1.5% | -36.2% | +37.7% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling