-10.7%
XYL vs TLN
-6.7%
-4.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.2% | -5.8% | +1.5% |
| 7D | +2.1% | +9.1% | -7.0% | +1.9% |
| 30D | -3.4% | -4.1% | +0.7% | -2.7% |
| 3M | -17.2% | +4.4% | -21.6% | -17.3% |
| All | -10.7% | -6.7% | -4.0% | -10.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling