+256.1%
TPR vs XYL
-21.3%
+277.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.2% |
| 7D | +14.2% | +5.9% | +8.3% | +10.5% |
| 30D | +17.1% | -3.9% | +21.0% | +18.1% |
| 3M | -17.7% | -18.7% | +1.0% | -8.4% |
| 6M | -10.2% | -16.9% | +6.7% | -1.7% |
| YTD | +4.9% | -27.4% | +32.3% | +24.1% |
| 1Y | +36.1% | -34.0% | +70.1% | +71.2% |
| 3Y | +416.5% | +5.6% | +410.9% | +370.1% |
| All | +256.1% | -21.3% | +277.4% | +295.5% |
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