+411.2%
TSM vs XLF
+74.4%
+336.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +3.2% |
| 7D | +6.0% | +0.2% | +5.9% | +5.8% |
| 30D | +4.5% | -0.5% | +5.0% | +4.7% |
| 3M | +3.1% | +10.6% | -7.5% | -4.1% |
| 6M | +30.2% | +14.3% | +15.9% | +18.2% |
| YTD | +45.2% | +5.5% | +39.7% | +39.2% |
| 1Y | +79.6% | +9.6% | +70.0% | +67.3% |
| All | +411.2% | +74.4% | +336.9% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLF.
Daily Out/Under-Performance
Portfolio return minus XLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLF 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 3y: compounded portfolio wealth divided by compounded XLF 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…
3y analysis · Full analysis span regression · 6 months rolling