+240.8%
TMUS vs XYL
+113.6%
+127.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.9% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | +13.8% | -5.7% | +19.5% | +15.1% |
| 3M | -4.6% | -19.8% | +15.2% | +0.7% |
| 6M | -11.7% | -14.2% | +2.5% | -8.6% |
| YTD | -15.4% | -28.1% | +12.7% | -8.7% |
| 1Y | -16.1% | -35.0% | +18.9% | -6.8% |
| 3Y | +20.5% | +2.1% | +18.4% | +13.2% |
| 5Y | +48.7% | -22.1% | +70.9% | +49.8% |
| 10Y | +240.8% | +107.0% | +133.8% | +133.5% |
| All | +240.8% | +113.6% | +127.2% | +133.5% |
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 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