+404.8%
TRI vs XYL
+454.2%
-49.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.0% |
| 7D | -14.4% | -1.2% | -13.1% | -14.1% |
| 30D | -8.1% | -13.2% | +5.1% | -4.0% |
| 3M | +17.5% | -0.2% | +17.7% | +17.8% |
| 6M | -5.0% | -12.5% | +7.5% | -1.4% |
| YTD | -24.7% | -20.9% | -3.8% | -19.6% |
| 1Y | -41.5% | -21.6% | -19.9% | -37.5% |
| 3Y | -20.3% | +16.1% | -36.5% | -26.0% |
| 5Y | -10.9% | -15.6% | +4.7% | -10.0% |
| 10Y | +190.6% | +147.7% | +42.9% | +98.7% |
| All | +404.8% | +454.2% | -49.4% | +166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling