+34.3%
TRV vs XYL
-23.4%
+57.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.1% |
| 7D | -0.1% | -5.0% | +4.9% | +0.5% |
| 30D | -3.4% | -13.2% | +9.8% | -1.8% |
| 3M | +26.4% | -3.7% | +30.1% | +27.0% |
| 6M | +19.3% | -17.7% | +37.0% | +21.6% |
| YTD | +28.3% | -21.5% | +49.9% | +29.9% |
| 1Y | +34.3% | -24.5% | +58.8% | +36.1% |
| All | +34.3% | -23.4% | +57.7% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling