+1,895.7%
TER vs XYL
+140.7%
+1,755.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.1% | +4.2% | +3.9% |
| 7D | +12.4% | +0.8% | +11.5% | +11.5% |
| 30D | +5.1% | -10.8% | +16.0% | +14.1% |
| 3M | +4.0% | -2.5% | +6.5% | +4.3% |
| 6M | +29.5% | -12.2% | +41.7% | +41.8% |
| YTD | +98.5% | -20.1% | +118.5% | +131.0% |
| 1Y | +234.1% | -20.6% | +254.7% | +293.1% |
| 3Y | +289.0% | +17.3% | +271.7% | +249.0% |
| 5Y | +228.2% | -14.5% | +242.7% | +258.6% |
| 10Y | +1,895.7% | +150.2% | +1,745.5% | +1,083.8% |
| All | +1,895.7% | +140.7% | +1,755.0% | +1,083.8% |
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