-52.7%
TEAM vs XYL
-15.8%
-36.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.7% |
| 7D | -7.8% | -1.2% | -6.5% | -7.2% |
| 30D | +16.5% | -13.2% | +29.7% | +27.5% |
| 3M | +96.2% | -0.2% | +96.3% | +94.5% |
| 6M | +130.2% | -12.5% | +142.7% | +145.7% |
| YTD | +10.7% | -20.9% | +31.6% | +25.7% |
| 1Y | +3.0% | -21.6% | +24.6% | +17.0% |
| 3Y | -13.1% | +16.1% | -29.2% | -34.0% |
| 5Y | -52.7% | -15.6% | -37.1% | -56.7% |
| All | -52.7% | -15.8% | -36.9% | -56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling