+8,049.8%
TSM vs XHB
+173.9%
+7,875.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.4% |
| 7D | +2.7% | -1.3% | +4.0% | +3.4% |
| 30D | +3.6% | -6.9% | +10.5% | +7.4% |
| 3M | -3.4% | -1.3% | -2.1% | -3.0% |
| 6M | +20.6% | -6.8% | +27.4% | +24.7% |
| YTD | +41.9% | +0.7% | +41.1% | +40.6% |
| 1Y | +84.4% | -11.2% | +95.6% | +94.1% |
| 3Y | +380.2% | +25.3% | +354.9% | +314.4% |
| 5Y | +275.3% | +37.3% | +238.0% | +205.1% |
| 10Y | +1,751.4% | +211.5% | +1,539.9% | +864.9% |
| All | +8,049.8% | +173.9% | +7,875.9% | +3,528.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling