+1,041.8%
TTMI vs XYL
+449.8%
+592.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -2.0% | +10.9% | +10.1% |
| 7D | +5.9% | -5.0% | +10.9% | +9.0% |
| 30D | -4.3% | -13.2% | +8.9% | +3.9% |
| 3M | -32.0% | -3.7% | -28.3% | -31.9% |
| 6M | +19.5% | -17.7% | +37.2% | +32.5% |
| YTD | +82.0% | -21.5% | +103.6% | +106.9% |
| 1Y | +172.6% | -24.5% | +197.1% | +217.9% |
| 3Y | +744.7% | +6.9% | +737.7% | +699.9% |
| 5Y | +805.6% | -18.1% | +823.6% | +872.3% |
| 10Y | +1,057.6% | +134.7% | +922.9% | +560.3% |
| All | +1,041.8% | +449.8% | +592.1% | +313.2% |
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 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