-1.6%
XYL vs TLN
+683.0%
-684.7%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.8% | +0.9% |
| 7D | +2.1% | +9.1% | -7.0% | +1.2% |
| 30D | -3.4% | -4.1% | +0.7% | -3.2% |
| 3M | -17.2% | +4.4% | -21.6% | -17.9% |
| 6M | -12.0% | -6.0% | -6.0% | -12.3% |
| YTD | -26.3% | -3.1% | -23.2% | -27.1% |
| 1Y | -33.5% | -6.1% | -27.4% | -34.1% |
| 3Y | +6.4% | +575.3% | -568.9% | -16.2% |
| All | -1.6% | +683.0% | -684.7% | -20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling