+1,753.6%
TSM vs XLB
+159.0%
+1,594.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.1% |
| 7D | +6.0% | -0.2% | +6.3% | +6.2% |
| 30D | +4.5% | -1.7% | +6.3% | +5.8% |
| 3M | +3.1% | +4.4% | -1.3% | -0.9% |
| 6M | +30.2% | +5.0% | +25.2% | +24.7% |
| YTD | +45.2% | +15.5% | +29.7% | +29.1% |
| 1Y | +79.6% | +14.9% | +64.6% | +59.8% |
| 3Y | +411.0% | +34.5% | +376.5% | +302.2% |
| 5Y | +290.7% | +36.5% | +254.2% | +203.2% |
| 10Y | +1,753.6% | +159.6% | +1,594.0% | +799.8% |
| All | +1,753.6% | +159.0% | +1,594.6% | +799.8% |
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