+168.8%
TYL vs XYL
+129.6%
+39.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.1% |
| 7D | +3.5% | +2.1% | +1.5% | +2.7% |
| 30D | +26.9% | -3.4% | +30.3% | +28.0% |
| 3M | +33.8% | -17.2% | +51.0% | +43.1% |
| 6M | +28.8% | -12.0% | +40.9% | +34.4% |
| YTD | -7.9% | -26.3% | +18.4% | +2.1% |
| 1Y | -9.8% | -33.5% | +23.7% | +4.2% |
| 3Y | +1.2% | +6.4% | -5.2% | -5.0% |
| 5Y | -22.8% | -20.9% | -1.9% | -21.3% |
| 10Y | +168.8% | +120.8% | +48.0% | +97.6% |
| All | +168.8% | +129.6% | +39.2% | +97.6% |
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