+379.4%
TTD vs XYL
+134.3%
+245.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.3% | -3.0% |
| 7D | +6.3% | -5.0% | +11.4% | +10.2% |
| 30D | -23.9% | -13.2% | -10.7% | -16.0% |
| 3M | -31.4% | -3.7% | -27.7% | -29.9% |
| 6M | -42.7% | -17.7% | -25.0% | -35.4% |
| YTD | -62.0% | -21.5% | -40.5% | -56.2% |
| 1Y | -72.2% | -24.5% | -47.7% | -67.2% |
| 3Y | -81.9% | +6.9% | -88.9% | -83.8% |
| 5Y | -81.5% | -18.1% | -63.5% | -80.4% |
| All | +379.4% | +134.3% | +245.1% | +201.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling