-44.8%
TOST vs XYL
-22.0%
-22.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +1.1% |
| 7D | +3.0% | +0.6% | +2.4% | +2.5% |
| 30D | +10.3% | -5.7% | +16.0% | +13.4% |
| 3M | -3.3% | -19.8% | +16.5% | +12.7% |
| 6M | +37.8% | -14.2% | +52.0% | +50.6% |
| YTD | -2.8% | -28.1% | +25.3% | +21.0% |
| 1Y | -9.6% | -35.0% | +25.4% | +23.7% |
| 3Y | +144.6% | +2.1% | +142.6% | +107.8% |
| 5Y | -31.0% | -22.1% | -8.9% | -30.2% |
| All | -44.8% | -22.0% | -22.8% | -43.3% |
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 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