+43.1%
TSN vs XYL
-0.5%
+43.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -1.4% | -3.7% | +2.3% | -0.9% |
| 30D | +8.5% | -8.3% | +16.8% | +9.6% |
| 3M | +5.3% | -21.4% | +26.7% | +8.5% |
| 6M | -10.5% | -12.9% | +2.4% | -9.2% |
| YTD | +3.0% | -30.1% | +33.0% | +7.5% |
| 1Y | +12.1% | -35.2% | +47.3% | +18.5% |
| 3Y | +43.1% | -0.8% | +43.9% | +33.7% |
| All | +43.1% | -0.5% | +43.6% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling