-52.1%
TSLL vs XYL
+5.8%
-57.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.5% | +9.4% | +9.6% |
| 7D | -14.3% | +2.1% | -16.4% | -16.2% |
| 30D | -6.2% | -3.4% | -2.8% | -7.3% |
| 3M | +21.2% | -17.2% | +38.4% | +41.8% |
| 6M | -36.6% | -12.0% | -24.5% | -31.7% |
| YTD | -47.8% | -26.3% | -21.5% | -33.4% |
| 1Y | -45.2% | -33.5% | -11.7% | -20.2% |
| 3Y | -3.3% | +6.4% | -9.7% | -14.2% |
| All | -52.1% | +5.8% | -57.9% | -60.8% |
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