+858.0%
TTMI vs XYL
+15.2%
+842.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -0.9% |
| 7D | +6.0% | -1.2% | +7.3% | +6.8% |
| 30D | -6.4% | -13.2% | +6.7% | +2.5% |
| 3M | -28.9% | -0.2% | -28.8% | -31.6% |
| 6M | +26.9% | -12.5% | +39.4% | +35.8% |
| YTD | +77.3% | -20.9% | +98.2% | +104.1% |
| 1Y | +147.5% | -21.6% | +169.1% | +188.0% |
| All | +858.0% | +15.2% | +842.8% | +685.2% |
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