+13,634.3%
TSM vs XEL
+916.6%
+12,717.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | +2.7% | -1.0% | +3.7% | +3.0% |
| 30D | +3.6% | -1.9% | +5.5% | +4.1% |
| 3M | -3.4% | -1.9% | -1.5% | -3.2% |
| 6M | +20.6% | -7.4% | +28.1% | +22.5% |
| YTD | +41.9% | +4.1% | +37.8% | +39.4% |
| 1Y | +84.4% | +8.0% | +76.3% | +78.8% |
| 3Y | +380.2% | +48.4% | +331.8% | +314.4% |
| 5Y | +275.3% | +27.2% | +248.1% | +235.0% |
| 10Y | +1,751.4% | +146.8% | +1,604.6% | +1,203.8% |
| All | +13,634.3% | +916.6% | +12,717.7% | +2,850.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling