+5,067.4%
TSM vs XYL
+449.8%
+4,617.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.9% | +3.8% |
| 7D | +2.7% | -5.0% | +7.8% | +5.2% |
| 30D | +3.6% | -13.2% | +16.8% | +10.5% |
| 3M | -3.4% | -3.7% | +0.3% | -2.4% |
| 6M | +20.6% | -17.7% | +38.3% | +31.2% |
| YTD | +41.9% | -21.5% | +63.4% | +57.1% |
| 1Y | +84.4% | -24.5% | +108.9% | +107.8% |
| 3Y | +380.2% | +6.9% | +373.3% | +358.9% |
| 5Y | +275.3% | -18.1% | +293.4% | +294.4% |
| 10Y | +1,751.4% | +134.7% | +1,616.7% | +1,132.6% |
| All | +5,067.4% | +449.8% | +4,617.6% | +2,388.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling