+199.8%
TER vs XYL
-23.4%
+223.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.0% | +7.5% | +7.0% |
| 7D | +0.6% | -5.0% | +5.6% | +4.6% |
| 30D | -8.3% | -13.2% | +4.9% | +2.2% |
| 3M | -12.2% | -3.7% | -8.5% | -15.2% |
| 6M | +17.0% | -17.7% | +34.7% | +32.2% |
| YTD | +84.6% | -21.5% | +106.1% | +105.2% |
| 1Y | +199.8% | -24.5% | +224.3% | +278.0% |
| All | +199.8% | -23.4% | +223.2% | +278.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling