-48.9%
TSLL vs XYL
+1.3%
-50.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.8% | +7.6% | +7.4% |
| 7D | +0.5% | -5.9% | +6.4% | +6.2% |
| 30D | +2.7% | -7.3% | +10.0% | +5.2% |
| 3M | +26.3% | -22.5% | +48.8% | +57.3% |
| 6M | -37.2% | -14.4% | -22.8% | -30.8% |
| YTD | -44.2% | -29.4% | -14.9% | -26.2% |
| 1Y | -44.0% | -35.6% | -8.4% | -16.4% |
| 3Y | 0.0% | +0.3% | -0.2% | -6.5% |
| All | -48.9% | +1.3% | -50.2% | -56.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling