+311.2%
TPR vs XYL
+141.5%
+169.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -6.0% |
| 7D | -3.4% | +1.8% | -5.2% | -4.8% |
| 30D | -27.3% | -9.2% | -18.1% | -21.9% |
| 3M | -16.2% | -0.3% | -16.0% | -16.8% |
| 6M | -17.9% | -11.0% | -6.9% | -11.1% |
| YTD | -7.1% | -19.2% | +12.1% | +7.6% |
| 1Y | +13.6% | -21.2% | +34.8% | +34.2% |
| 3Y | +293.7% | +18.6% | +275.1% | +225.7% |
| 5Y | +239.1% | -14.3% | +253.4% | +255.4% |
| 10Y | +311.2% | +141.0% | +170.2% | +132.3% |
| All | +311.2% | +141.5% | +169.7% | +132.3% |
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