+315.1%
TSM vs XHB
+42.3%
+272.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +1.8% |
| 7D | -2.5% | +1.3% | -3.8% | -3.1% |
| 30D | -14.3% | +11.8% | -26.1% | -19.2% |
| 3M | -7.2% | -3.8% | -3.4% | -5.6% |
| 6M | -5.1% | +4.1% | -9.2% | -7.6% |
| YTD | +28.9% | +4.0% | +24.9% | +25.1% |
| 1Y | +37.1% | +1.6% | +35.5% | +34.4% |
| All | +315.1% | +42.3% | +272.8% | +228.2% |
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