+59.6%
TXN vs XYL
-16.2%
+75.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.6% |
| 7D | +4.0% | +1.2% | +2.8% | +3.3% |
| 30D | -2.9% | -11.9% | +9.1% | +3.7% |
| 3M | -9.1% | -1.5% | -7.6% | -9.1% |
| 6M | +36.6% | -11.9% | +48.5% | +44.8% |
| YTD | +57.5% | -20.6% | +78.1% | +74.9% |
| 1Y | +49.5% | -23.5% | +73.0% | +69.5% |
| 3Y | +76.5% | +14.9% | +61.7% | +57.1% |
| All | +59.6% | -16.2% | +75.8% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling