+43.5%
TSM vs XYL
-36.1%
+79.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.8% | +6.0% | +4.4% |
| 7D | +4.4% | -5.9% | +10.3% | +5.0% |
| 30D | -7.0% | -7.3% | +0.3% | -6.8% |
| 3M | -1.8% | -22.5% | +20.7% | +3.9% |
| 6M | +2.7% | -14.4% | +17.1% | +3.1% |
| YTD | +37.1% | -29.4% | +66.5% | +45.8% |
| 1Y | +43.5% | -35.6% | +79.1% | +59.6% |
| All | +43.5% | -36.1% | +79.6% | +59.6% |
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