+15,986.0%
TSM vs XLE
+986.1%
+14,999.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | -7.6% | -12.0% | +4.4% | -1.8% |
| 30D | -20.5% | -2.7% | -17.7% | -19.6% |
| 3M | -10.0% | +6.6% | -16.6% | -13.1% |
| 6M | -10.1% | +9.5% | -19.6% | -14.9% |
| YTD | +24.5% | +40.6% | -16.0% | +3.4% |
| 1Y | +31.2% | +43.6% | -12.4% | +7.6% |
| 3Y | +322.0% | +58.1% | +263.9% | +226.8% |
| 5Y | +245.3% | +152.2% | +93.1% | +104.6% |
| 10Y | +1,465.8% | +172.9% | +1,292.9% | +710.1% |
| All | +15,986.0% | +986.1% | +14,999.9% | +3,400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling