-83.3%
TTD vs XYL
+18.1%
-101.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.8% | -4.4% |
| 7D | +1.7% | +1.8% | -0.1% | +0.8% |
| 30D | +1.6% | -9.2% | +10.8% | +6.7% |
| 3M | -27.8% | -0.3% | -27.6% | -27.9% |
| 6M | -52.1% | -11.0% | -41.2% | -49.6% |
| YTD | -63.1% | -19.2% | -43.9% | -59.3% |
| 1Y | -73.1% | -21.2% | -51.8% | -69.9% |
| 3Y | -83.3% | +18.6% | -101.9% | -86.8% |
| All | -83.3% | +18.1% | -101.4% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling