-29.4%
TSCO vs XYL
-30.7%
+1.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.0% | -0.7% | +2.7% |
| 7D | +15.7% | +14.5% | +1.2% | +11.2% |
| 30D | +16.4% | -1.3% | +17.8% | +15.6% |
| 3M | +11.2% | -17.0% | +28.2% | +15.9% |
| 6M | +14.9% | -11.3% | +26.3% | +18.1% |
| YTD | -25.4% | -25.0% | -0.5% | -22.2% |
| 1Y | -29.4% | -31.5% | +2.2% | -21.4% |
| All | -29.4% | -30.7% | +1.3% | -21.4% |
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