+1,502.2%
TSM vs XLE
+167.3%
+1,335.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.3% |
| 7D | -2.5% | -7.9% | +5.4% | +0.3% |
| 30D | -14.3% | -4.8% | -9.4% | -12.9% |
| 3M | -7.2% | +8.4% | -15.6% | -10.1% |
| 6M | -5.1% | +12.7% | -17.8% | -9.8% |
| YTD | +28.9% | +41.3% | -12.4% | +11.6% |
| 1Y | +37.1% | +42.3% | -5.2% | +18.2% |
| 3Y | +341.5% | +65.1% | +276.4% | +257.9% |
| 5Y | +245.7% | +150.2% | +95.5% | +134.2% |
| 10Y | +1,502.2% | +163.9% | +1,338.3% | +928.8% |
| All | +1,502.2% | +167.3% | +1,335.0% | +928.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling