-31.5%
XYL vs TLN
-17.6%
-13.9%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.5% | +13.5% | +5.4% |
| 7D | +14.5% | -6.0% | +20.6% | +14.8% |
| 30D | -1.3% | -1.5% | +0.2% | -1.8% |
| 3M | -17.0% | -3.9% | -13.1% | -17.2% |
| 6M | -11.3% | -15.0% | +3.7% | -11.0% |
| YTD | -25.0% | -12.8% | -12.1% | -25.5% |
| 1Y | -31.5% | -17.3% | -14.2% | -32.1% |
| All | -31.5% | -17.6% | -13.9% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling