+1,672.6%
TSM vs XHB
+234.8%
+1,437.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -0.9% |
| 7D | +14.8% | -2.4% | +17.3% | +16.3% |
| 30D | -8.9% | +7.1% | -16.0% | -12.9% |
| 3M | -5.3% | -6.0% | +0.7% | -2.6% |
| 6M | +2.6% | +2.1% | +0.5% | +0.3% |
| YTD | +34.5% | -0.6% | +35.1% | +33.0% |
| 1Y | +41.0% | -3.3% | +44.3% | +41.3% |
| 3Y | +333.1% | +34.1% | +299.0% | +247.7% |
| 5Y | +270.1% | +28.6% | +241.5% | +198.6% |
| All | +1,672.6% | +234.8% | +1,437.8% | +753.4% |
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