+2,838.2%
TT vs XYL
+403.7%
+2,434.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.3% |
| 30D | -11.8% | -5.7% | -6.1% | -10.3% |
| 3M | -11.6% | -19.8% | +8.2% | -1.3% |
| 6M | -9.3% | -14.2% | +4.9% | -3.0% |
| YTD | +8.9% | -28.1% | +37.0% | +28.4% |
| 1Y | -2.2% | -35.0% | +32.8% | +22.5% |
| 3Y | +91.9% | +2.1% | +89.8% | +79.5% |
| 5Y | +136.0% | -22.1% | +158.1% | +155.2% |
| 10Y | +734.7% | +107.0% | +627.8% | +400.5% |
| All | +2,838.2% | +403.7% | +2,434.5% | +998.6% |
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