-14.3%
XYL vs TECH
-41.8%
+27.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.1% | +3.0% |
| 7D | +1.8% | +0.2% | +1.6% | +1.7% |
| 30D | -9.2% | +0.1% | -9.4% | -9.3% |
| 3M | -0.3% | +37.5% | -37.8% | -9.1% |
| 6M | -11.0% | +34.6% | -45.5% | -19.6% |
| YTD | -19.2% | +23.5% | -42.7% | -25.4% |
| 1Y | -21.2% | +34.4% | -55.6% | -29.6% |
| 3Y | +18.6% | +2.3% | +16.3% | +11.3% |
| 5Y | -14.3% | -41.7% | +27.4% | -4.3% |
| All | -14.3% | -41.8% | +27.5% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling