-19.2%
TRI vs XYL
+15.7%
-34.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.6% |
| 7D | -7.9% | +1.2% | -9.1% | -8.2% |
| 30D | -4.5% | -11.9% | +7.4% | -1.5% |
| 3M | +22.1% | -1.5% | +23.6% | +23.4% |
| 6M | -2.8% | -11.9% | +9.1% | +0.1% |
| YTD | -23.4% | -20.6% | -2.8% | -19.2% |
| 1Y | -41.5% | -23.5% | -18.0% | -37.8% |
| 3Y | -19.2% | +14.9% | -34.1% | -20.9% |
| All | -19.2% | +15.7% | -34.9% | -20.9% |
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