+13.6%
TPR vs XYL
-21.5%
+35.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.0% | -6.7% | -5.3% |
| 7D | -3.4% | +1.8% | -5.2% | -4.4% |
| 30D | -27.3% | -9.2% | -18.1% | -23.2% |
| 3M | -16.2% | -0.3% | -16.0% | -16.9% |
| 6M | -17.9% | -11.0% | -6.9% | -12.7% |
| YTD | -7.1% | -19.2% | +12.1% | +1.6% |
| 1Y | +13.6% | -21.2% | +34.8% | +29.1% |
| All | +13.6% | -21.5% | +35.1% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling