-5.4%
TSLL vs XYL
+3.5%
-8.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +3.1% |
| 7D | -11.0% | +0.6% | -11.6% | -11.9% |
| 30D | -5.3% | -5.7% | +0.4% | -4.6% |
| 3M | +20.8% | -19.8% | +40.6% | +46.9% |
| 6M | -36.0% | -14.2% | -21.8% | -29.6% |
| YTD | -47.3% | -28.1% | -19.2% | -30.4% |
| 1Y | -48.4% | -35.0% | -13.4% | -20.0% |
| 3Y | -5.4% | +2.1% | -7.5% | -1.0% |
| All | -5.4% | +3.5% | -8.9% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling