+396.0%
TPR vs XYL
-0.5%
+396.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -0.3% | -3.7% | +3.4% | +1.6% |
| 30D | +15.1% | -8.3% | +23.4% | +18.5% |
| 3M | +3.5% | -21.4% | +24.9% | +16.1% |
| 6M | +0.4% | -12.9% | +13.4% | +5.5% |
| YTD | +4.6% | -30.1% | +34.7% | +24.5% |
| 1Y | +33.1% | -35.2% | +68.3% | +66.0% |
| 3Y | +396.0% | -0.8% | +396.7% | +331.9% |
| All | +396.0% | -0.5% | +396.4% | +331.9% |
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