-19.1%
TE vs XYL
+16.4%
-35.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.1% |
| 7D | +15.0% | +0.8% | +14.1% | +14.4% |
| 30D | -7.5% | -10.8% | +3.3% | +1.1% |
| 3M | -42.0% | -2.5% | -39.4% | -42.5% |
| 6M | -31.4% | -12.2% | -19.2% | -26.5% |
| YTD | -26.5% | -20.1% | -6.4% | -15.6% |
| 1Y | +153.1% | -20.6% | +173.7% | +189.4% |
| All | -19.1% | +16.4% | -35.5% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling