+168.9%
TYL vs XYL
+129.0%
+39.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.4% |
| 7D | +6.7% | +5.9% | +0.8% | +4.3% |
| 30D | +26.5% | -3.9% | +30.5% | +28.0% |
| 3M | +37.3% | -18.7% | +56.0% | +47.8% |
| 6M | +31.2% | -16.9% | +48.0% | +39.8% |
| YTD | -7.4% | -27.4% | +20.0% | +3.3% |
| 1Y | -9.6% | -34.0% | +24.5% | +4.8% |
| 3Y | +1.9% | +5.6% | -3.7% | -4.1% |
| 5Y | -21.1% | -20.6% | -0.6% | -19.6% |
| All | +168.9% | +129.0% | +39.9% | +102.7% |
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 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