+142.7%
TOST vs XYL
-0.6%
+143.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.1% |
| 7D | -4.7% | -6.0% | +1.4% | -1.6% |
| 30D | +8.5% | -8.3% | +16.8% | +12.3% |
| 3M | -1.6% | -22.6% | +21.0% | +11.9% |
| 6M | +44.1% | -15.0% | +59.2% | +54.1% |
| YTD | -5.6% | -30.2% | +24.6% | +12.6% |
| 1Y | -12.6% | -36.4% | +23.8% | +12.1% |
| All | +142.7% | -0.6% | +143.3% | +88.1% |
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 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