+2,705.1%
TT vs XYL
+408.9%
+2,296.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.7% |
| 7D | -2.0% | +5.9% | -7.9% | -5.5% |
| 30D | -14.0% | -3.9% | -10.1% | -13.6% |
| 3M | -15.9% | -18.7% | +2.8% | -6.8% |
| 6M | -17.3% | -16.9% | -0.5% | -9.9% |
| YTD | +4.0% | -27.4% | +31.3% | +21.8% |
| 1Y | -7.1% | -34.0% | +26.9% | +15.4% |
| 3Y | +90.2% | +5.6% | +84.6% | +74.4% |
| 5Y | +131.1% | -20.6% | +151.7% | +147.0% |
| 10Y | +777.7% | +133.4% | +644.3% | +392.9% |
| All | +2,705.1% | +408.9% | +2,296.2% | +942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling