+1,643.1%
TSM vs XHB
+237.3%
+1,405.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -2.1% |
| 7D | +6.2% | -0.2% | +6.4% | +6.3% |
| 30D | -7.3% | +9.9% | -17.2% | -12.7% |
| 3M | -7.1% | -6.3% | -0.8% | -4.3% |
| 6M | +0.2% | +3.8% | -3.6% | -2.9% |
| YTD | +32.2% | +0.1% | +32.1% | +30.3% |
| 1Y | +42.8% | -0.8% | +43.6% | +41.0% |
| 3Y | +330.4% | +35.6% | +294.8% | +243.2% |
| 5Y | +263.9% | +29.6% | +234.4% | +192.4% |
| All | +1,643.1% | +237.3% | +1,405.8% | +735.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 10y: compounded portfolio wealth divided by compounded XHB 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…
10y analysis · Full analysis span regression · 6 months rolling