+219.1%
TER vs XYL
-14.7%
+233.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.3% | +1.8% |
| 7D | +11.0% | +1.8% | +9.2% | +9.2% |
| 30D | -1.9% | -9.2% | +7.3% | +6.0% |
| 3M | -0.7% | -0.3% | -0.4% | -2.7% |
| 6M | +36.4% | -11.0% | +47.3% | +48.8% |
| YTD | +92.4% | -19.2% | +111.7% | +125.4% |
| 1Y | +213.5% | -21.2% | +234.7% | +277.6% |
| 3Y | +277.2% | +18.6% | +258.6% | +228.2% |
| 5Y | +219.1% | -14.3% | +233.4% | +251.4% |
| All | +219.1% | -14.7% | +233.8% | +251.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling