+290.7%
TSM vs XYL
-14.7%
+305.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.0% | -0.6% | +0.9% |
| 7D | +6.0% | +1.8% | +4.2% | +5.0% |
| 30D | +4.5% | -9.2% | +13.7% | +9.6% |
| 3M | +3.1% | -0.3% | +3.4% | +2.1% |
| 6M | +30.2% | -11.0% | +41.2% | +37.0% |
| YTD | +45.2% | -19.2% | +64.4% | +59.8% |
| 1Y | +79.6% | -21.2% | +100.8% | +100.3% |
| 3Y | +411.0% | +18.6% | +392.4% | +362.0% |
| 5Y | +290.7% | -14.3% | +305.0% | +291.8% |
| All | +290.7% | -14.7% | +305.4% | +291.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling