+598.5%
TNA vs XYL
+459.9%
+138.6%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.1% | -3.1% | -2.5% |
| 7D | -3.6% | +0.8% | -4.4% | -5.1% |
| 30D | -10.1% | -10.8% | +0.8% | +7.0% |
| 3M | +2.7% | -2.5% | +5.2% | +4.3% |
| 6M | +38.4% | -12.2% | +50.6% | +65.9% |
| YTD | +45.4% | -20.1% | +65.5% | +100.1% |
| 1Y | +55.9% | -20.6% | +76.6% | +119.2% |
| 3Y | +109.8% | +17.3% | +92.5% | +71.5% |
| 5Y | -22.5% | -14.5% | -8.0% | +13.6% |
| 10Y | +87.5% | +150.2% | -62.7% | -17.2% |
| All | +598.5% | +459.9% | +138.6% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling