-80.9%
TTD vs XYL
-15.4%
-65.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.1% |
| 7D | -4.6% | +0.8% | -5.4% | -5.3% |
| 30D | +3.7% | -10.8% | +14.5% | +13.4% |
| 3M | -30.2% | -2.5% | -27.7% | -29.3% |
| 6M | -51.4% | -12.2% | -39.2% | -47.0% |
| YTD | -63.4% | -20.1% | -43.4% | -57.5% |
| 1Y | -73.5% | -20.6% | -52.9% | -69.2% |
| 3Y | -83.5% | +17.3% | -100.8% | -87.7% |
| 5Y | -80.9% | -14.5% | -66.4% | -80.1% |
| All | -80.9% | -15.4% | -65.5% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling