+3,027.3%
TT vs XYL
+449.8%
+2,577.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +1.8% |
| 7D | -0.2% | -5.0% | +4.8% | +2.9% |
| 30D | -7.4% | -13.2% | +5.8% | +0.8% |
| 3M | -3.2% | -3.7% | +0.5% | -1.3% |
| 6M | +1.1% | -17.7% | +18.8% | +13.1% |
| YTD | +15.6% | -21.5% | +37.1% | +32.1% |
| 1Y | +9.2% | -24.5% | +33.7% | +27.6% |
| 3Y | +124.4% | +6.9% | +117.4% | +108.4% |
| 5Y | +138.0% | -18.1% | +156.1% | +154.9% |
| 10Y | +886.4% | +134.7% | +751.7% | +462.0% |
| All | +3,027.3% | +449.8% | +2,577.5% | +1,033.4% |
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