+185.2%
T vs XYL
+389.1%
-204.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.1% |
| 7D | +1.6% | -6.0% | +7.7% | +3.3% |
| 30D | -2.9% | -8.3% | +5.4% | -1.2% |
| 3M | -7.5% | -22.6% | +15.1% | -1.6% |
| 6M | -9.9% | -15.0% | +5.1% | -6.7% |
| YTD | -6.4% | -30.2% | +23.7% | +1.5% |
| 1Y | -9.4% | -36.4% | +27.0% | +0.9% |
| 3Y | +64.9% | -0.9% | +65.7% | +57.4% |
| 5Y | +57.0% | -23.4% | +80.3% | +59.2% |
| 10Y | +60.8% | +100.9% | -40.1% | +19.6% |
| All | +185.2% | +389.1% | -204.0% | +75.8% |
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