+102.5%
TNA vs XYL
+15.2%
+87.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -1.5% |
| 7D | -7.6% | -1.2% | -6.4% | -6.0% |
| 30D | -13.6% | -13.2% | -0.5% | +6.8% |
| 3M | +2.8% | -0.2% | +3.0% | -0.5% |
| 6M | +34.5% | -12.5% | +47.0% | +61.2% |
| YTD | +41.0% | -20.9% | +61.9% | +96.4% |
| 1Y | +52.0% | -21.6% | +73.6% | +117.0% |
| All | +102.5% | +15.2% | +87.2% | +48.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling