+103.2%
TOST vs XYL
+5.2%
+98.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | +9.4% | +5.9% | +3.6% | +6.4% |
| 30D | +13.5% | -3.9% | +17.4% | +14.6% |
| 3M | -0.1% | -18.7% | +18.5% | +10.6% |
| 6M | +22.5% | -16.9% | +39.3% | +33.4% |
| YTD | -2.4% | -27.4% | +25.0% | +14.2% |
| 1Y | -4.7% | -34.0% | +29.3% | +20.1% |
| 3Y | +103.2% | +5.6% | +97.6% | +35.0% |
| All | +103.2% | +5.2% | +98.0% | +35.0% |
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