-21.2%
TMUS vs XYL
-30.7%
+9.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.0% | -1.9% | +3.1% |
| 7D | +7.5% | +14.5% | -7.0% | +7.8% |
| 30D | -3.3% | -1.3% | -2.0% | -3.5% |
| 3M | -9.7% | -17.0% | +7.3% | -11.1% |
| 6M | -17.2% | -11.3% | -5.9% | -17.4% |
| YTD | -20.3% | -25.0% | +4.6% | -21.7% |
| 1Y | -21.2% | -31.5% | +10.3% | -23.8% |
| All | -21.2% | -30.7% | +9.5% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling