+99.4%
XYL vs TECH
+187.9%
-88.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -3.7% | +0.1% | -3.9% | -3.8% |
| 30D | -8.3% | +0.5% | -8.9% | -8.5% |
| 3M | -21.4% | +1.1% | -22.5% | -21.7% |
| 6M | -12.9% | +62.8% | -75.8% | -25.9% |
| YTD | -30.1% | +24.5% | -54.5% | -36.4% |
| 1Y | -35.2% | +20.6% | -55.8% | -40.5% |
| 3Y | -0.8% | +29.5% | -30.2% | -16.2% |
| 5Y | -23.2% | -40.9% | +17.7% | -14.3% |
| All | +99.4% | +187.9% | -88.5% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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