+95.3%
TFC vs XYL
+149.5%
-54.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +1.0% |
| 7D | -2.5% | -1.2% | -1.2% | -1.8% |
| 30D | -2.8% | -13.2% | +10.3% | +6.1% |
| 3M | +2.1% | -0.2% | +2.3% | +1.4% |
| 6M | +10.1% | -12.5% | +22.6% | +18.7% |
| YTD | +5.4% | -20.9% | +26.3% | +20.7% |
| 1Y | +16.3% | -21.6% | +37.9% | +33.6% |
| 3Y | +95.9% | +16.1% | +79.7% | +69.2% |
| 5Y | +16.0% | -15.6% | +31.6% | +21.4% |
| All | +95.3% | +149.5% | -54.2% | +8.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling