+330.4%
TSM vs XEL
+53.0%
+277.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.6% |
| 7D | +6.2% | +2.4% | +3.8% | +7.0% |
| 30D | -7.3% | +8.3% | -15.6% | -5.0% |
| 3M | -7.1% | +4.2% | -11.3% | -5.9% |
| 6M | +0.2% | +3.7% | -3.5% | +1.6% |
| YTD | +32.2% | +13.1% | +19.2% | +38.0% |
| 1Y | +42.8% | +5.0% | +37.8% | +45.7% |
| 3Y | +330.4% | +55.0% | +275.4% | +410.9% |
| All | +330.4% | +53.0% | +277.4% | +410.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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