+265.7%
TSM vs XLE
+169.4%
+96.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.9% |
| 7D | +6.2% | +5.4% | +0.8% | +4.7% |
| 30D | -7.3% | -3.9% | -3.3% | -6.3% |
| 3M | -7.1% | +7.0% | -14.1% | -9.1% |
| 6M | +0.2% | +14.2% | -14.0% | -4.0% |
| YTD | +32.2% | +48.2% | -15.9% | +14.3% |
| 1Y | +42.8% | +47.7% | -4.9% | +23.4% |
| 3Y | +330.4% | +70.0% | +260.4% | +251.6% |
| All | +265.7% | +169.4% | +96.3% | +153.3% |
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 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