+330.4%
TSM vs XLB
+43.9%
+286.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.5% |
| 7D | +6.2% | +0.5% | +5.7% | +5.8% |
| 30D | -7.3% | +5.2% | -12.4% | -11.0% |
| 3M | -7.1% | +0.3% | -7.4% | -7.5% |
| 6M | +0.2% | +1.2% | -0.9% | -1.3% |
| YTD | +32.2% | +16.6% | +15.6% | +14.7% |
| 1Y | +42.8% | +21.4% | +21.3% | +19.3% |
| 3Y | +330.4% | +43.2% | +287.2% | +223.5% |
| All | +330.4% | +43.9% | +286.5% | +223.5% |
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