+226.5%
T vs XYL
+449.8%
-223.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.4% |
| 7D | -1.3% | -5.0% | +3.8% | +0.1% |
| 30D | +11.4% | -13.2% | +24.6% | +15.7% |
| 3M | +14.3% | -3.7% | +18.0% | +15.2% |
| 6M | -9.3% | -17.7% | +8.4% | -4.8% |
| YTD | +7.1% | -21.5% | +28.6% | +13.4% |
| 1Y | -9.1% | -24.5% | +15.4% | -2.8% |
| 3Y | +105.3% | +6.9% | +98.4% | +93.5% |
| 5Y | +66.8% | -18.1% | +84.9% | +67.6% |
| 10Y | +66.8% | +134.7% | -67.9% | +19.9% |
| All | +226.5% | +449.8% | -223.3% | +96.4% |
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