+284.1%
TSM vs XHB
+33.5%
+250.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | 0.0% |
| 7D | +4.8% | -1.9% | +6.7% | +5.9% |
| 30D | +4.0% | -8.3% | +12.4% | +9.1% |
| 3M | +2.0% | -7.1% | +9.1% | +5.9% |
| 6M | +25.5% | -5.3% | +30.8% | +28.6% |
| YTD | +44.0% | -3.2% | +47.2% | +45.4% |
| 1Y | +75.4% | -13.9% | +89.3% | +88.6% |
| 3Y | +406.7% | +24.9% | +381.8% | +319.1% |
| All | +284.1% | +33.5% | +250.5% | +203.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling