-23.0%
TNA vs XYL
-16.2%
-6.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.5% |
| 7D | -7.3% | +1.2% | -8.5% | -9.1% |
| 30D | -14.2% | -11.9% | -2.2% | +4.5% |
| 3M | -4.6% | -1.5% | -3.0% | -5.1% |
| 6M | +36.9% | -11.9% | +48.8% | +63.4% |
| YTD | +42.5% | -20.6% | +63.1% | +98.9% |
| 1Y | +45.8% | -23.5% | +69.3% | +118.7% |
| 3Y | +104.7% | +14.9% | +89.8% | +66.8% |
| All | -23.0% | -16.2% | -6.8% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling