+1,124.0%
TTMI vs XYL
+150.5%
+973.5%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +3.0% | +3.1% |
| 7D | +0.7% | +1.2% | -0.5% | 0.0% |
| 30D | -8.4% | -11.9% | +3.5% | -1.0% |
| 3M | -32.5% | -1.5% | -30.9% | -33.3% |
| 6M | +32.5% | -11.9% | +44.4% | +41.1% |
| YTD | +83.2% | -20.6% | +103.8% | +108.2% |
| 1Y | +161.7% | -23.5% | +185.2% | +205.6% |
| 3Y | +890.1% | +14.9% | +875.3% | +791.3% |
| 5Y | +832.4% | -15.3% | +847.7% | +883.5% |
| All | +1,124.0% | +150.5% | +973.5% | +574.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling