+322.0%
TSM vs XLB
+39.6%
+282.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.7% | +7.1% | +6.9% |
| 7D | -7.6% | -1.5% | -6.1% | -6.4% |
| 30D | -20.5% | +6.1% | -26.6% | -24.3% |
| 3M | -10.0% | 0.0% | -10.0% | -10.3% |
| 6M | -10.1% | 0.0% | -10.0% | -10.6% |
| YTD | +24.5% | +16.0% | +8.5% | +8.4% |
| 1Y | +31.2% | +24.7% | +6.4% | +6.7% |
| 3Y | +322.0% | +40.4% | +281.6% | +215.5% |
| All | +322.0% | +39.6% | +282.3% | +215.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling