+2,939.7%
TDG vs XYL
+459.9%
+2,479.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -2.4% | +0.8% | -3.3% | -3.0% |
| 30D | -8.0% | -10.8% | +2.8% | -2.2% |
| 3M | -10.5% | -2.5% | -7.9% | -9.6% |
| 6M | -11.9% | -12.2% | +0.3% | -6.0% |
| YTD | -15.4% | -20.1% | +4.7% | -5.6% |
| 1Y | -14.2% | -20.6% | +6.4% | -4.2% |
| 3Y | +51.0% | +17.3% | +33.7% | +32.7% |
| 5Y | +126.5% | -14.5% | +141.0% | +132.3% |
| 10Y | +535.6% | +150.2% | +385.4% | +292.1% |
| All | +2,939.7% | +459.9% | +2,479.8% | +1,297.5% |
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