-22.4%
TYL vs XYL
-21.3%
-1.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.2% |
| 7D | +6.7% | +5.9% | +0.8% | +3.8% |
| 30D | +26.5% | -3.9% | +30.5% | +28.1% |
| 3M | +37.3% | -18.7% | +56.0% | +50.1% |
| 6M | +31.2% | -16.9% | +48.0% | +41.6% |
| YTD | -7.4% | -27.4% | +20.0% | +5.9% |
| 1Y | -9.6% | -34.0% | +24.5% | +8.8% |
| 3Y | +1.9% | +5.6% | -3.7% | -10.1% |
| All | -22.4% | -21.3% | -1.1% | -12.3% |
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