+829.0%
TTMI vs XYL
-16.2%
+845.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | -32.5% | -1.5% | -30.9% | -33.5% |
| 6M | +32.5% | -11.9% | +44.4% | +40.5% |
| YTD | +83.2% | -20.6% | +103.8% | +106.9% |
| 1Y | +161.7% | -23.5% | +185.2% | +203.6% |
| 3Y | +890.1% | +14.9% | +875.3% | +805.5% |
| All | +829.0% | -16.2% | +845.2% | +713.1% |
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