+1,709.2%
TSM vs XLE
+173.0%
+1,536.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.2% |
| 7D | +2.7% | +2.2% | +0.5% | +1.9% |
| 30D | +3.6% | +11.8% | -8.2% | -0.4% |
| 3M | -3.4% | +9.8% | -13.2% | -6.9% |
| 6M | +20.6% | +15.6% | +5.0% | +13.2% |
| YTD | +41.9% | +45.3% | -3.4% | +21.9% |
| 1Y | +84.4% | +48.3% | +36.1% | +57.0% |
| 3Y | +380.2% | +55.4% | +324.8% | +298.2% |
| 5Y | +275.3% | +216.1% | +59.2% | +132.3% |
| All | +1,709.2% | +173.0% | +1,536.1% | +1,033.3% |
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