+6.7%
XYL vs TLN
+589.3%
-582.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | +0.8% | +5.8% | -5.0% | +0.3% |
| 30D | -10.8% | -6.9% | -4.0% | -10.3% |
| 3M | -2.5% | -10.9% | +8.3% | -1.9% |
| 6M | -12.2% | -4.6% | -7.6% | -12.3% |
| YTD | -20.1% | -14.7% | -5.4% | -19.7% |
| 1Y | -20.6% | -17.9% | -2.7% | -20.2% |
| 3Y | +17.3% | +483.9% | -466.5% | -5.8% |
| All | +6.7% | +589.3% | -582.6% | -12.2% |
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