+411.0%
TSM vs XHB
+26.5%
+384.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.6% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +4.5% | -9.1% | +13.6% | +9.7% |
| 3M | +3.1% | -2.3% | +5.4% | +3.9% |
| 6M | +30.2% | -4.1% | +34.3% | +32.3% |
| YTD | +45.2% | -1.7% | +46.9% | +45.4% |
| 1Y | +79.6% | -15.1% | +94.7% | +93.2% |
| 3Y | +411.0% | +26.8% | +384.2% | +326.5% |
| All | +411.0% | +26.5% | +384.5% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling