+522.8%
TSCO vs XYL
+459.9%
+62.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.3% |
| 7D | -2.5% | +0.8% | -3.3% | -2.8% |
| 30D | -1.1% | -10.8% | +9.7% | +3.1% |
| 3M | +14.3% | -2.5% | +16.8% | +15.2% |
| 6M | -31.9% | -12.2% | -19.7% | -28.8% |
| YTD | -30.7% | -20.1% | -10.6% | -25.3% |
| 1Y | -41.1% | -20.6% | -20.4% | -36.4% |
| 3Y | -17.1% | +17.3% | -34.5% | -23.6% |
| 5Y | -7.5% | -14.5% | +7.0% | -6.4% |
| 10Y | +192.6% | +150.2% | +42.4% | +95.3% |
| All | +522.8% | +459.9% | +62.9% | +211.7% |
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