+75.4%
TSM vs XLE
+50.7%
+24.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +2.6% |
| 7D | +2.7% | +2.2% | +0.5% | +3.4% |
| 30D | +3.6% | +11.8% | -8.2% | +6.9% |
| 3M | -3.4% | +9.8% | -13.2% | +0.3% |
| 6M | +20.6% | +15.6% | +5.0% | +23.5% |
| YTD | +41.9% | +45.3% | -3.4% | +37.3% |
| All | +75.4% | +50.7% | +24.7% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling