+361.9%
TGT vs XYL
+459.9%
-98.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.8% |
| 7D | -3.6% | +0.8% | -4.4% | -3.9% |
| 30D | +4.4% | -10.8% | +15.3% | +8.5% |
| 3M | +25.4% | -2.5% | +27.9% | +26.1% |
| 6M | +33.4% | -12.2% | +45.5% | +38.7% |
| YTD | +65.6% | -20.1% | +85.7% | +77.5% |
| 1Y | +80.3% | -20.6% | +100.9% | +93.6% |
| 3Y | +42.1% | +17.3% | +24.8% | +32.5% |
| 5Y | -25.0% | -14.5% | -10.5% | -24.3% |
| 10Y | +208.2% | +150.2% | +58.0% | +135.0% |
| All | +361.9% | +459.9% | -98.0% | +214.8% |
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