+104.9%
TYL vs XYL
+141.5%
-36.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.4% | -5.6% |
| 7D | -7.6% | +1.8% | -9.4% | -8.3% |
| 30D | +11.3% | -9.2% | +20.5% | +15.4% |
| 3M | +14.5% | -0.3% | +14.8% | +14.4% |
| 6M | -7.1% | -11.0% | +3.8% | -3.7% |
| YTD | -23.4% | -19.2% | -4.2% | -17.6% |
| 1Y | -38.6% | -21.2% | -17.4% | -33.4% |
| 3Y | -11.3% | +18.6% | -29.9% | -19.9% |
| 5Y | -28.0% | -14.3% | -13.6% | -28.5% |
| 10Y | +104.9% | +141.0% | -36.2% | +44.2% |
| All | +104.9% | +141.5% | -36.6% | +44.2% |
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