-53.1%
TE vs XYL
+44.7%
-97.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | +0.2% | +1.2% | -1.0% | -0.2% |
| 30D | -5.9% | -11.9% | +6.0% | -0.1% |
| 3M | -45.6% | -1.5% | -44.0% | -45.9% |
| 6M | -43.4% | -11.9% | -31.5% | -40.7% |
| YTD | -31.0% | -20.6% | -10.4% | -24.5% |
| 1Y | +145.2% | -23.5% | +168.7% | +172.7% |
| 3Y | -24.1% | +14.9% | -38.9% | -27.8% |
| 5Y | -48.1% | -15.3% | -32.9% | -50.1% |
| All | -53.1% | +44.7% | -97.8% | -55.4% |
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 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