-24.8%
TYL vs XYL
-17.7%
-7.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.0% |
| 7D | -3.7% | -5.0% | +1.4% | -1.3% |
| 30D | +18.7% | -13.2% | +32.0% | +26.9% |
| 3M | +18.1% | -3.7% | +21.8% | +20.1% |
| 6M | -1.1% | -17.7% | +16.6% | +7.7% |
| YTD | -19.8% | -21.5% | +1.7% | -10.9% |
| 1Y | -34.3% | -24.5% | -9.8% | -25.8% |
| 3Y | -8.2% | +6.9% | -15.2% | -17.8% |
| All | -24.8% | -17.7% | -7.1% | -25.8% |
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