+341.5%
TSM vs XLC
+64.0%
+277.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.1% | +1.4% |
| 7D | -2.5% | +7.1% | -9.6% | -8.0% |
| 30D | -14.3% | -2.7% | -11.5% | -12.3% |
| 3M | -7.2% | -3.2% | -4.1% | -5.3% |
| 6M | -5.1% | -7.7% | +2.5% | +1.2% |
| YTD | +28.9% | -8.0% | +36.9% | +37.7% |
| 1Y | +37.1% | -3.1% | +40.1% | +38.3% |
| 3Y | +341.5% | +64.9% | +276.6% | +137.6% |
| All | +341.5% | +64.0% | +277.5% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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