+500.3%
TTD vs XYL
+100.1%
+400.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.4% |
| 7D | +20.8% | -6.0% | +26.8% | +25.8% |
| 30D | +27.1% | -8.3% | +35.4% | +32.6% |
| 3M | +14.7% | -22.6% | +37.3% | +33.9% |
| 6M | -26.8% | -15.0% | -11.8% | -20.3% |
| YTD | -59.2% | -30.2% | -29.1% | -50.1% |
| 1Y | -64.7% | -36.4% | -28.3% | -53.7% |
| 3Y | -75.8% | -0.9% | -75.0% | -77.7% |
| 5Y | -84.6% | -23.4% | -61.2% | -83.1% |
| All | +500.3% | +100.1% | +400.2% | +267.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling