+10.4%
TSN vs XYL
+17.7%
-7.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.0% | -1.3% | +1.3% |
| 7D | -5.0% | +1.8% | -6.8% | -5.3% |
| 30D | -9.1% | -9.2% | +0.1% | -7.9% |
| 3M | -7.4% | -0.3% | -7.1% | -7.5% |
| 6M | -13.4% | -11.0% | -2.4% | -12.1% |
| YTD | -8.5% | -19.2% | +10.7% | -6.0% |
| 1Y | -3.2% | -21.2% | +18.0% | -0.3% |
| All | +10.4% | +17.7% | -7.3% | +0.3% |
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 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