+702.9%
TEL vs XYL
+466.0%
+236.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.0% | -4.7% | -3.5% |
| 7D | -1.4% | +1.8% | -3.2% | -2.5% |
| 30D | -4.9% | -9.2% | +4.4% | +0.5% |
| 3M | +0.1% | -0.3% | +0.4% | -0.1% |
| 6M | +0.4% | -11.0% | +11.3% | +6.9% |
| YTD | -8.9% | -19.2% | +10.3% | +2.2% |
| 1Y | -0.3% | -21.2% | +20.9% | +13.5% |
| 3Y | +67.6% | +18.6% | +49.0% | +48.0% |
| 5Y | +50.7% | -14.3% | +65.0% | +57.0% |
| 10Y | +288.6% | +141.0% | +147.6% | +129.3% |
| All | +702.9% | +466.0% | +236.9% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling