+6.6%
TLT vs XYL
+403.7%
-397.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -1.5% |
| 7D | -0.3% | +0.6% | -0.9% | -0.2% |
| 30D | +3.7% | -5.7% | +9.4% | +3.3% |
| 3M | -0.7% | -19.8% | +19.1% | -2.4% |
| 6M | -4.2% | -14.2% | +10.0% | -5.2% |
| YTD | -4.0% | -28.1% | +24.1% | -6.4% |
| 1Y | -5.8% | -35.0% | +29.2% | -9.1% |
| 3Y | +4.1% | +2.1% | +2.0% | +5.8% |
| 5Y | -34.8% | -22.1% | -12.7% | -36.0% |
| 10Y | -12.3% | +107.0% | -119.3% | +5.0% |
| All | +6.6% | +403.7% | -397.1% | +49.6% |
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