+1,210.9%
TYL vs XYL
+449.8%
+761.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -3.7% | -5.0% | +1.4% | -1.7% |
| 30D | +18.7% | -13.2% | +32.0% | +25.6% |
| 3M | +18.1% | -3.7% | +21.8% | +19.8% |
| 6M | -1.1% | -17.7% | +16.6% | +6.1% |
| YTD | -19.8% | -21.5% | +1.7% | -12.5% |
| 1Y | -34.3% | -24.5% | -9.8% | -27.4% |
| 3Y | -8.2% | +6.9% | -15.2% | -13.5% |
| 5Y | -25.4% | -18.1% | -7.3% | -23.5% |
| 10Y | +115.6% | +134.7% | -19.1% | +39.3% |
| All | +1,210.9% | +449.8% | +761.1% | +476.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling