+4,689.5%
TSM vs XYL
+403.7%
+4,285.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.5% | +3.1% |
| 7D | -2.1% | +0.6% | -2.6% | -2.5% |
| 30D | -12.5% | -5.7% | -6.8% | -11.6% |
| 3M | -5.0% | -19.8% | +14.8% | +3.2% |
| 6M | -3.2% | -14.2% | +11.0% | +1.3% |
| YTD | +31.5% | -28.1% | +59.6% | +48.9% |
| 1Y | +35.7% | -35.0% | +70.7% | +61.1% |
| 3Y | +323.5% | +2.1% | +321.4% | +306.9% |
| 5Y | +263.4% | -22.1% | +285.5% | +284.5% |
| 10Y | +1,598.5% | +107.0% | +1,491.5% | +1,073.8% |
| All | +4,689.5% | +403.7% | +4,285.7% | +2,259.3% |
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