+377.9%
TPR vs XYL
+126.3%
+251.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.6% |
| 7D | +14.2% | +5.9% | +8.3% | +9.4% |
| 30D | +17.1% | -3.9% | +21.0% | +18.4% |
| 3M | -17.7% | -18.7% | +1.0% | -6.0% |
| 6M | -10.2% | -16.9% | +6.7% | +0.3% |
| YTD | +4.9% | -27.4% | +32.3% | +28.9% |
| 1Y | +36.1% | -34.0% | +70.1% | +80.2% |
| 3Y | +416.5% | +5.6% | +410.9% | +357.3% |
| 5Y | +254.8% | -20.6% | +275.3% | +285.4% |
| All | +377.9% | +126.3% | +251.7% | +198.3% |
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