+295.0%
TFC vs XYL
+449.8%
-154.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +2.4% | -5.0% | +7.5% | +5.5% |
| 30D | -1.3% | -13.2% | +11.9% | +6.9% |
| 3M | +6.1% | -3.7% | +9.8% | +7.7% |
| 6M | +7.3% | -17.7% | +25.0% | +19.2% |
| YTD | +8.2% | -21.5% | +29.7% | +22.9% |
| 1Y | +14.4% | -24.5% | +38.9% | +32.8% |
| 3Y | +93.7% | +6.9% | +86.8% | +80.3% |
| 5Y | +16.4% | -18.1% | +34.5% | +23.5% |
| 10Y | +101.6% | +134.7% | -33.2% | +23.5% |
| All | +295.0% | +449.8% | -154.8% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling