+36.0%
TSM vs XYL
-30.7%
+66.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.0% | -7.2% | -2.7% |
| 7D | -10.0% | +14.5% | -24.5% | -11.4% |
| 30D | -18.5% | -1.3% | -17.2% | -18.8% |
| 3M | -4.9% | -17.0% | +12.1% | -0.1% |
| 6M | -1.0% | -11.3% | +10.4% | +0.2% |
| YTD | +31.3% | -25.0% | +56.2% | +38.9% |
| 1Y | +36.0% | -31.5% | +67.6% | +49.5% |
| All | +36.0% | -30.7% | +66.7% | +49.5% |
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 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