+12.8%
TEAM vs XYL
-23.4%
+36.2%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.9% |
| 7D | -0.4% | -5.0% | +4.6% | -1.1% |
| 30D | +67.3% | -13.2% | +80.5% | +63.7% |
| 3M | +86.8% | -3.7% | +90.5% | +89.3% |
| 6M | +146.8% | -17.7% | +164.5% | +140.9% |
| YTD | +16.9% | -21.5% | +38.4% | +13.5% |
| 1Y | +12.8% | -24.5% | +37.3% | +9.8% |
| All | +12.8% | -23.4% | +36.2% | +9.8% |
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