+79.6%
TSM vs XLE
+52.4%
+27.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +4.5% | +12.6% | -8.1% | +8.0% |
| 3M | +3.1% | +11.8% | -8.7% | +7.5% |
| 6M | +30.2% | +16.1% | +14.1% | +33.9% |
| YTD | +45.2% | +46.9% | -1.7% | +40.9% |
| 1Y | +79.6% | +53.3% | +26.3% | +68.7% |
| All | +79.6% | +52.4% | +27.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLE.
Daily Out/Under-Performance
Portfolio return minus XLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLE 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded XLE 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling