+75.4%
TSM vs XYL
-21.6%
+97.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.5% |
| 7D | +4.8% | +0.8% | +3.9% | +4.4% |
| 30D | +4.0% | -10.8% | +14.9% | +8.3% |
| 3M | +2.0% | -2.5% | +4.5% | +0.7% |
| 6M | +25.5% | -12.2% | +37.7% | +30.2% |
| YTD | +44.0% | -20.1% | +64.1% | +52.5% |
| 1Y | +75.4% | -20.6% | +96.1% | +92.1% |
| All | +75.4% | -21.6% | +97.0% | +92.1% |
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