+299.4%
TPR vs XYL
+8.6%
+290.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +1.2% |
| 7D | -2.3% | -5.0% | +2.7% | +0.6% |
| 30D | -23.0% | -13.2% | -9.8% | -16.4% |
| 3M | -12.5% | -3.7% | -8.8% | -11.0% |
| 6M | -21.4% | -17.7% | -3.7% | -12.3% |
| YTD | -3.5% | -21.5% | +18.0% | +9.9% |
| 1Y | +17.4% | -24.5% | +41.8% | +37.0% |
| All | +299.4% | +8.6% | +290.9% | +271.0% |
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