+1,815.4%
TSM vs XYL
+140.7%
+1,674.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.3% |
| 7D | +4.8% | +0.8% | +3.9% | +4.3% |
| 30D | +4.0% | -10.8% | +14.9% | +10.1% |
| 3M | +2.0% | -2.5% | +4.5% | +2.4% |
| 6M | +25.5% | -12.2% | +37.7% | +33.0% |
| YTD | +44.0% | -20.1% | +64.1% | +59.3% |
| 1Y | +75.4% | -20.6% | +96.1% | +94.8% |
| 3Y | +406.7% | +17.3% | +389.4% | +359.4% |
| 5Y | +285.0% | -14.5% | +299.5% | +297.4% |
| 10Y | +1,815.4% | +150.2% | +1,665.2% | +1,146.4% |
| All | +1,815.4% | +140.7% | +1,674.7% | +1,146.4% |
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