-9.8%
T vs XYL
-20.8%
+11.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.8% |
| 7D | -3.1% | +0.8% | -3.9% | -3.1% |
| 30D | +4.6% | -10.8% | +15.4% | +4.2% |
| 3M | +12.2% | -2.5% | +14.8% | +13.1% |
| 6M | -6.5% | -12.2% | +5.7% | -7.1% |
| YTD | +4.9% | -20.1% | +25.0% | +3.0% |
| All | -9.8% | -20.8% | +11.0% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling