+537.0%
TDG vs XYL
+150.5%
+386.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.0% |
| 7D | -1.9% | +1.2% | -3.1% | -2.7% |
| 30D | -7.7% | -11.9% | +4.2% | -0.4% |
| 3M | -9.3% | -1.5% | -7.8% | -9.0% |
| 6M | -9.4% | -11.9% | +2.5% | -2.8% |
| YTD | -14.3% | -20.6% | +6.3% | -2.7% |
| 1Y | -11.8% | -23.5% | +11.7% | +2.2% |
| 3Y | +52.0% | +14.9% | +37.1% | +31.2% |
| 5Y | +128.8% | -15.3% | +144.1% | +136.6% |
| All | +537.0% | +150.5% | +386.5% | +268.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling