+15.6%
TFC vs XYL
-14.7%
+30.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.0% | -5.1% | -3.6% |
| 7D | +2.2% | +1.8% | +0.4% | +1.2% |
| 30D | -2.5% | -9.2% | +6.7% | +2.3% |
| 3M | +4.5% | -0.3% | +4.8% | +4.0% |
| 6M | +11.0% | -11.0% | +21.9% | +16.9% |
| YTD | +5.9% | -19.2% | +25.1% | +16.8% |
| 1Y | +14.6% | -21.2% | +35.8% | +27.9% |
| 3Y | +96.7% | +18.6% | +78.1% | +74.9% |
| 5Y | +15.6% | -14.3% | +29.9% | +11.4% |
| All | +15.6% | -14.7% | +30.3% | +11.4% |
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