-6.7%
XYL vs TLN
+710.8%
-717.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.4% |
| 7D | -3.7% | +11.0% | -14.8% | -4.5% |
| 30D | -8.3% | +4.9% | -13.2% | -8.9% |
| 3M | -21.4% | +4.9% | -26.3% | -22.1% |
| 6M | -12.9% | +7.1% | -20.1% | -14.2% |
| YTD | -30.1% | +0.3% | -30.4% | -31.0% |
| 1Y | -35.2% | +5.9% | -41.1% | -36.4% |
| 3Y | -0.8% | +578.5% | -579.2% | -22.0% |
| All | -6.7% | +710.8% | -717.5% | -24.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling