+412.3%
TTD vs XYL
+114.7%
+297.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.4% | +5.7% | +4.9% |
| 7D | +19.9% | +0.6% | +19.3% | +19.4% |
| 30D | +27.6% | -5.7% | +33.4% | +30.8% |
| 3M | +15.2% | -19.8% | +34.9% | +31.3% |
| 6M | -33.2% | -14.2% | -19.0% | -27.6% |
| YTD | -59.4% | -28.1% | -31.3% | -51.3% |
| 1Y | -64.4% | -35.0% | -29.4% | -54.0% |
| 3Y | -75.9% | +2.1% | -78.0% | -78.1% |
| 5Y | -82.6% | -22.1% | -60.5% | -81.2% |
| 10Y | +558.1% | +107.0% | +451.2% | +298.4% |
| All | +412.3% | +114.7% | +297.6% | +234.7% |
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