+234.9%
TPR vs XYL
-23.3%
+258.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.3% |
| 7D | -0.3% | -3.7% | +3.4% | +1.9% |
| 30D | +15.1% | -8.3% | +23.4% | +19.3% |
| 3M | +3.5% | -21.4% | +24.9% | +17.4% |
| 6M | +0.4% | -12.9% | +13.4% | +6.4% |
| YTD | +4.6% | -30.1% | +34.7% | +26.5% |
| 1Y | +33.1% | -35.2% | +68.3% | +68.9% |
| 3Y | +396.0% | -0.8% | +396.7% | +367.8% |
| All | +234.9% | -23.3% | +258.2% | +279.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling