+18,227.8%
TSM vs XLB
+822.6%
+17,405.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.1% |
| 7D | +2.7% | -1.4% | +4.1% | +3.8% |
| 30D | +3.6% | -0.4% | +4.0% | +3.8% |
| 3M | -3.4% | +2.0% | -5.3% | -5.2% |
| 6M | +20.6% | +1.8% | +18.8% | +18.6% |
| YTD | +41.9% | +16.6% | +25.3% | +25.8% |
| 1Y | +84.4% | +16.9% | +67.4% | +62.8% |
| 3Y | +380.2% | +32.6% | +347.7% | +286.1% |
| 5Y | +275.3% | +35.6% | +239.7% | +196.0% |
| 10Y | +1,751.4% | +160.0% | +1,591.4% | +775.1% |
| All | +18,227.8% | +822.6% | +17,405.2% | +2,951.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling