+33.6%
TER vs XYL
-35.2%
+68.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.4% |
| 7D | -8.9% | +0.6% | -9.5% | -9.0% |
| 30D | -39.1% | -5.7% | -33.3% | -39.0% |
| 3M | -32.8% | -19.8% | -13.0% | -25.3% |
| 6M | -31.7% | -14.2% | -17.5% | -31.3% |
| YTD | +26.9% | -28.1% | +55.0% | +37.4% |
| 1Y | +33.6% | -35.0% | +68.6% | +68.7% |
| All | +33.6% | -35.2% | +68.7% | +68.7% |
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