+182.1%
T vs XYL
+403.7%
-221.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +1.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | -1.1% | -5.7% | +4.6% | 0.0% |
| 3M | -7.7% | -19.8% | +12.0% | -2.8% |
| 6M | -10.6% | -14.2% | +3.6% | -7.7% |
| YTD | -7.5% | -28.1% | +20.6% | -0.3% |
| 1Y | -7.4% | -35.0% | +27.6% | +2.6% |
| 3Y | +63.1% | +2.1% | +61.0% | +54.5% |
| 5Y | +55.2% | -22.1% | +77.3% | +56.9% |
| 10Y | +58.8% | +107.0% | -48.2% | +17.2% |
| All | +182.1% | +403.7% | -221.7% | +72.6% |
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