+309.3%
TEL vs XYL
+150.5%
+158.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.3% |
| 7D | +1.6% | +1.2% | +0.4% | +0.7% |
| 30D | -0.7% | -11.9% | +11.3% | +7.4% |
| 3M | +2.4% | -1.5% | +4.0% | +2.9% |
| 6M | +4.1% | -11.9% | +16.0% | +12.2% |
| YTD | -5.8% | -20.6% | +14.8% | +7.6% |
| 1Y | +0.9% | -23.5% | +24.4% | +18.1% |
| 3Y | +72.6% | +14.9% | +57.7% | +53.0% |
| 5Y | +57.5% | -15.3% | +72.8% | +65.5% |
| All | +309.3% | +150.5% | +158.9% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling