+7,304.1%
TSM vs XHB
+182.7%
+7,121.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.6% | -0.1% | +1.7% |
| 7D | -2.5% | +1.3% | -3.8% | -3.3% |
| 30D | -14.3% | +11.8% | -26.1% | -19.5% |
| 3M | -7.2% | -3.8% | -3.4% | -6.0% |
| 6M | -5.1% | +4.1% | -9.2% | -7.9% |
| YTD | +28.9% | +4.0% | +24.9% | +24.9% |
| 1Y | +37.1% | +1.6% | +35.5% | +34.2% |
| 3Y | +341.5% | +43.2% | +298.3% | +254.3% |
| 5Y | +245.7% | +35.8% | +209.9% | +181.1% |
| 10Y | +1,502.2% | +259.3% | +1,243.0% | +673.8% |
| All | +7,304.1% | +182.7% | +7,121.4% | +3,125.1% |
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