+94.6%
TFC vs XYL
+152.1%
-57.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.1% |
| 7D | -1.3% | +0.8% | -2.1% | -1.9% |
| 30D | -2.3% | -10.8% | +8.5% | +4.8% |
| 3M | +2.5% | -2.5% | +5.0% | +3.3% |
| 6M | +9.5% | -12.2% | +21.7% | +17.8% |
| YTD | +5.1% | -20.1% | +25.1% | +19.5% |
| 1Y | +15.5% | -20.6% | +36.1% | +31.7% |
| 3Y | +95.2% | +17.3% | +77.8% | +67.6% |
| 5Y | +14.5% | -14.5% | +29.0% | +18.8% |
| All | +94.6% | +152.1% | -57.5% | +6.9% |
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