-17.0%
TEAM vs XYL
+16.4%
-33.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -4.7% | +0.8% | -5.5% | -5.0% |
| 30D | +17.0% | -10.8% | +27.9% | +21.6% |
| 3M | +85.9% | -2.5% | +88.4% | +87.2% |
| 6M | +116.7% | -12.2% | +128.8% | +124.9% |
| YTD | +9.6% | -20.1% | +29.7% | +17.9% |
| 1Y | -2.5% | -20.6% | +18.1% | +4.8% |
| All | -17.0% | +16.4% | -33.4% | -35.2% |
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