+1,641.8%
TSM vs XYL
+104.0%
+1,537.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.0% | +5.1% |
| 7D | +4.4% | -5.9% | +10.3% | +7.4% |
| 30D | -7.0% | -7.3% | +0.3% | -5.2% |
| 3M | -1.8% | -22.5% | +20.7% | +9.2% |
| 6M | +2.7% | -14.4% | +17.1% | +7.8% |
| YTD | +37.1% | -29.4% | +66.5% | +58.2% |
| 1Y | +43.5% | -35.6% | +79.1% | +73.6% |
| 3Y | +341.5% | +0.3% | +341.3% | +323.8% |
| 5Y | +278.9% | -22.3% | +301.2% | +302.4% |
| 10Y | +1,641.8% | +103.2% | +1,538.6% | +1,097.4% |
| All | +1,641.8% | +104.0% | +1,537.8% | +1,097.4% |
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