+508.5%
TTD vs XYL
+100.4%
+408.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.3% |
| 7D | +21.3% | -3.7% | +25.0% | +24.4% |
| 30D | +28.7% | -8.3% | +37.1% | +34.4% |
| 3M | +7.7% | -21.4% | +29.1% | +24.6% |
| 6M | -23.5% | -12.9% | -10.5% | -18.1% |
| YTD | -58.7% | -30.1% | -28.6% | -49.5% |
| 1Y | -63.4% | -35.2% | -28.3% | -52.7% |
| 3Y | -75.3% | -0.8% | -74.5% | -77.2% |
| 5Y | -84.4% | -23.2% | -61.1% | -82.9% |
| All | +508.5% | +100.4% | +408.1% | +271.6% |
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 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