+38.5%
TNA vs XYL
-30.7%
+69.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +5.0% | -0.6% | +1.4% |
| 7D | +2.4% | +14.5% | -12.1% | -5.9% |
| 30D | -0.9% | -1.3% | +0.4% | -2.9% |
| 3M | -19.2% | -17.0% | -2.2% | -6.3% |
| 6M | -0.8% | -11.3% | +10.5% | +5.2% |
| YTD | +33.2% | -25.0% | +58.2% | +59.0% |
| 1Y | +38.5% | -31.5% | +70.1% | +111.8% |
| All | +38.5% | -30.7% | +69.2% | +111.8% |
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