+236.4%
TSM vs XLE
+150.1%
+86.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | -12.0% | +4.4% | -4.3% |
| 30D | -20.5% | -2.7% | -17.7% | -20.0% |
| 3M | -10.0% | +6.6% | -16.6% | -11.8% |
| 6M | -10.1% | +9.5% | -19.6% | -13.0% |
| YTD | +24.5% | +40.6% | -16.0% | +9.1% |
| 1Y | +31.2% | +43.6% | -12.4% | +13.9% |
| 3Y | +322.0% | +58.1% | +263.9% | +251.6% |
| All | +236.4% | +150.1% | +86.3% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling