-46.7%
TOST vs XYL
-12.4%
-34.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -4.4% |
| 7D | -0.9% | +1.8% | -2.7% | -2.5% |
| 30D | -3.5% | -9.2% | +5.8% | +4.1% |
| 3M | +38.1% | -0.3% | +38.4% | +36.8% |
| 6M | +9.9% | -11.0% | +20.9% | +18.5% |
| YTD | -6.3% | -19.2% | +13.0% | +8.6% |
| 1Y | -18.3% | -21.2% | +2.9% | -3.2% |
| 3Y | +59.7% | +18.6% | +41.1% | +22.3% |
| All | -46.7% | -12.4% | -34.4% | -49.1% |
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 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