+180.8%
TYL vs XYL
+113.6%
+67.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.8% |
| 7D | +4.3% | +0.6% | +3.7% | +4.1% |
| 30D | +28.0% | -5.7% | +33.7% | +30.3% |
| 3M | +32.3% | -19.8% | +52.1% | +43.3% |
| 6M | +29.9% | -14.2% | +44.1% | +36.8% |
| YTD | -7.1% | -28.1% | +21.0% | +4.0% |
| 1Y | -9.2% | -35.0% | +25.8% | +5.9% |
| 3Y | +0.7% | +2.1% | -1.4% | -4.0% |
| 5Y | -21.1% | -22.1% | +1.0% | -19.0% |
| 10Y | +180.8% | +107.0% | +73.8% | +101.6% |
| All | +180.8% | +113.6% | +67.2% | +101.6% |
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