+146.0%
TT vs XYL
-17.7%
+163.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.9% | +2.1% |
| 7D | 0.0% | -5.0% | +5.0% | +3.1% |
| 30D | -7.2% | -13.2% | +6.1% | +1.0% |
| 3M | -3.0% | -3.7% | +0.7% | -1.2% |
| 6M | +1.4% | -17.7% | +19.0% | +13.3% |
| YTD | +15.9% | -21.5% | +37.4% | +32.3% |
| 1Y | +9.4% | -24.5% | +33.9% | +27.8% |
| 3Y | +124.4% | +6.9% | +117.4% | +104.8% |
| All | +146.0% | -17.7% | +163.7% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling