-30.4%
TOST vs XYL
-23.7%
-6.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -0.8% |
| 7D | -4.7% | -6.0% | +1.4% | 0.0% |
| 30D | +8.5% | -8.3% | +16.8% | +14.1% |
| 3M | -1.6% | -22.6% | +21.0% | +18.2% |
| 6M | +44.1% | -15.0% | +59.2% | +58.6% |
| YTD | -5.6% | -30.2% | +24.6% | +20.6% |
| 1Y | -12.6% | -36.4% | +23.8% | +22.1% |
| 3Y | +137.6% | -0.9% | +138.4% | +104.3% |
| 5Y | -30.4% | -23.4% | -7.0% | -4.8% |
| All | -30.4% | -23.7% | -6.7% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling