+79.0%
TFC vs XYL
+104.0%
-24.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.1% |
| 7D | -1.2% | -5.9% | +4.7% | +2.5% |
| 30D | +7.8% | -7.3% | +15.1% | +11.4% |
| 3M | -3.0% | -22.5% | +19.5% | +12.0% |
| 6M | +5.8% | -14.4% | +20.2% | +14.0% |
| YTD | +5.3% | -29.4% | +34.7% | +27.4% |
| 1Y | +15.7% | -35.6% | +51.3% | +48.7% |
| 3Y | +94.8% | +0.3% | +94.5% | +82.0% |
| 5Y | 0.0% | -22.3% | +22.4% | +8.7% |
| 10Y | +79.0% | +103.2% | -24.2% | +10.9% |
| All | +79.0% | +104.0% | -24.9% | +10.9% |
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