+262.0%
TER vs XYL
+12.6%
+249.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.0% | +7.5% | +7.2% |
| 7D | +0.6% | -5.0% | +5.7% | +5.1% |
| 30D | -8.3% | -13.2% | +4.9% | +3.4% |
| 3M | -12.2% | -3.7% | -8.5% | -12.2% |
| 6M | +17.1% | -17.7% | +34.8% | +37.1% |
| YTD | +84.7% | -21.5% | +106.2% | +122.3% |
| 1Y | +199.9% | -24.5% | +224.4% | +277.8% |
| All | +262.0% | +12.6% | +249.4% | +238.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling