-53.2%
TE vs XYL
+43.0%
-96.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.4% | +2.3% |
| 7D | -4.0% | -5.0% | +1.1% | -1.6% |
| 30D | -15.9% | -13.2% | -2.7% | -10.2% |
| 3M | -60.5% | -3.7% | -56.8% | -60.4% |
| 6M | -35.2% | -17.7% | -17.5% | -30.0% |
| YTD | -31.1% | -21.5% | -9.6% | -24.3% |
| 1Y | +148.6% | -24.5% | +173.1% | +177.7% |
| 3Y | -26.4% | +6.9% | -33.3% | -28.3% |
| 5Y | -48.0% | -18.1% | -30.0% | -49.7% |
| All | -53.2% | +43.0% | -96.2% | -55.3% |
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