+273.1%
TSM vs XLE
+217.6%
+55.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.1% |
| 7D | +2.7% | +2.2% | +0.5% | +2.1% |
| 30D | +3.6% | +11.8% | -8.2% | +0.4% |
| 3M | -3.4% | +9.8% | -13.2% | -6.1% |
| 6M | +20.6% | +15.6% | +5.0% | +14.4% |
| YTD | +41.9% | +45.3% | -3.4% | +23.9% |
| 1Y | +84.4% | +48.3% | +36.1% | +59.5% |
| 3Y | +380.2% | +55.4% | +324.8% | +305.1% |
| All | +273.1% | +217.6% | +55.5% | +157.1% |
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