+1,502.2%
TSM vs XLB
+173.6%
+1,328.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.0% |
| 7D | -2.5% | -1.4% | -1.2% | -1.4% |
| 30D | -14.3% | +7.1% | -21.4% | -18.8% |
| 3M | -7.2% | +0.6% | -7.8% | -7.9% |
| 6M | -5.1% | +3.5% | -8.6% | -8.2% |
| YTD | +28.9% | +18.2% | +10.7% | +12.3% |
| 1Y | +37.1% | +25.6% | +11.5% | +13.7% |
| 3Y | +341.5% | +46.7% | +294.8% | +224.9% |
| 5Y | +245.7% | +30.9% | +214.8% | +176.3% |
| 10Y | +1,502.2% | +167.7% | +1,334.5% | +708.8% |
| All | +1,502.2% | +173.6% | +1,328.7% | +708.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling