-25.8%
TE vs XYL
-30.7%
+4.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.0% | -8.5% | -2.9% |
| 7D | +3.8% | +14.5% | -10.7% | +5.4% |
| 30D | -26.2% | -1.3% | -24.9% | -27.2% |
| 3M | -49.7% | -17.0% | -32.8% | -48.5% |
| 6M | -46.5% | -11.3% | -35.1% | -47.9% |
| YTD | -59.1% | -25.0% | -34.2% | -59.3% |
| 1Y | -25.8% | -31.5% | +5.7% | -6.9% |
| All | -25.8% | -30.7% | +4.9% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling