+328.6%
TMO vs XYL
+150.5%
+178.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.9% |
| 7D | -0.6% | +1.2% | -1.8% | -1.2% |
| 30D | +1.1% | -11.9% | +13.1% | +6.6% |
| 3M | +28.3% | -1.5% | +29.9% | +28.7% |
| 6M | +23.3% | -11.9% | +35.2% | +29.2% |
| YTD | +5.5% | -20.6% | +26.0% | +15.1% |
| 1Y | +24.5% | -23.5% | +48.1% | +38.1% |
| 3Y | +19.6% | +14.9% | +4.7% | +10.0% |
| 5Y | +8.1% | -15.3% | +23.4% | +9.5% |
| All | +328.6% | +150.5% | +178.1% | +178.4% |
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 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