-7.7%
TSN vs XYL
+149.5%
-157.2%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +1.4% | -1.2% | +2.6% | +1.7% |
| 30D | -6.2% | -13.2% | +7.0% | -2.4% |
| 3M | -5.7% | -0.2% | -5.5% | -6.0% |
| 6M | -11.4% | -12.5% | +1.1% | -8.5% |
| YTD | -8.2% | -20.9% | +12.7% | -2.7% |
| 1Y | -2.0% | -21.6% | +19.5% | +4.0% |
| 3Y | +11.9% | +16.1% | -4.3% | +3.0% |
| 5Y | -17.8% | -15.6% | -2.1% | -17.5% |
| All | -7.7% | +149.5% | -157.2% | -35.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling