-69.9%
TTD vs XYL
-20.8%
-49.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -1.0% |
| 7D | -4.6% | +0.8% | -5.4% | -4.6% |
| 30D | +3.7% | -10.8% | +14.5% | +4.1% |
| 3M | -30.2% | -2.5% | -27.7% | -29.2% |
| 6M | -51.4% | -12.2% | -39.2% | -51.7% |
| YTD | -63.4% | -20.1% | -43.4% | -63.7% |
| All | -69.9% | -20.8% | -49.1% | -69.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling