+317.8%
TMUS vs XYL
+140.7%
+177.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -2.1% |
| 7D | -5.3% | +0.8% | -6.2% | -5.5% |
| 30D | +0.1% | -10.8% | +10.9% | +3.3% |
| 3M | -0.6% | -2.5% | +1.9% | -0.1% |
| 6M | -17.5% | -12.2% | -5.4% | -15.0% |
| YTD | -11.3% | -20.1% | +8.8% | -6.4% |
| 1Y | -25.4% | -20.6% | -4.7% | -21.3% |
| 3Y | +35.5% | +17.3% | +18.2% | +22.9% |
| 5Y | +41.9% | -14.5% | +56.4% | +40.0% |
| 10Y | +317.8% | +150.2% | +167.6% | +162.4% |
| All | +317.8% | +140.7% | +177.1% | +162.4% |
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