+52.1%
TEL vs XYL
-15.8%
+67.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.6% |
| 7D | -2.3% | -1.2% | -1.0% | -1.6% |
| 30D | -6.1% | -13.2% | +7.1% | +2.0% |
| 3M | +1.7% | -0.2% | +1.9% | +1.3% |
| 6M | +1.6% | -12.5% | +14.1% | +9.4% |
| YTD | -9.1% | -20.9% | +11.8% | +3.3% |
| 1Y | -1.7% | -21.6% | +19.9% | +12.4% |
| 3Y | +67.3% | +16.1% | +51.2% | +47.6% |
| 5Y | +52.1% | -15.6% | +67.7% | +50.5% |
| All | +52.1% | -15.8% | +67.9% | +50.5% |
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