+18.6%
XYL vs TLN
+494.5%
-475.9%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.8% | +0.2% | +2.7% |
| 7D | +1.8% | +10.9% | -9.1% | +0.8% |
| 30D | -9.2% | -6.3% | -2.9% | -8.7% |
| 3M | -0.3% | -10.7% | +10.4% | +0.4% |
| 6M | -11.0% | +1.6% | -12.6% | -11.7% |
| YTD | -19.2% | -13.1% | -6.1% | -18.9% |
| 1Y | -21.2% | -15.1% | -6.2% | -21.0% |
| 3Y | +18.6% | +495.0% | -476.4% | -5.5% |
| All | +18.6% | +494.5% | -475.9% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling