+376.4%
TTD vs XYL
+137.2%
+239.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.4% | +2.3% | +2.4% |
| 7D | -0.6% | +1.2% | -1.8% | -1.6% |
| 30D | +6.3% | -11.9% | +18.2% | +15.9% |
| 3M | -24.1% | -1.5% | -22.6% | -23.7% |
| 6M | -47.4% | -11.9% | -35.5% | -43.5% |
| YTD | -62.2% | -20.6% | -41.6% | -56.8% |
| 1Y | -68.3% | -23.5% | -44.8% | -62.9% |
| 3Y | -83.4% | +14.9% | -98.3% | -85.9% |
| 5Y | -80.3% | -15.3% | -65.0% | -79.5% |
| All | +376.4% | +137.2% | +239.2% | +196.3% |
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