+43.5%
TSM vs XLB
+24.1%
+19.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +3.9% | +4.1% |
| 7D | +4.4% | -1.6% | +6.1% | +5.7% |
| 30D | -7.0% | +7.2% | -14.2% | -10.7% |
| 3M | -1.8% | 0.0% | -1.8% | -1.7% |
| 6M | +2.7% | +2.3% | +0.4% | +1.3% |
| YTD | +37.1% | +18.4% | +18.7% | +24.7% |
| 1Y | +43.5% | +23.3% | +20.1% | +29.5% |
| All | +43.5% | +24.1% | +19.4% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling