+330.4%
TSM vs XLF
+81.9%
+248.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.1% |
| 7D | +6.2% | +2.7% | +3.5% | +4.6% |
| 30D | -7.3% | +7.6% | -14.9% | -11.1% |
| 3M | -7.1% | +1.1% | -8.2% | -7.7% |
| 6M | +0.2% | +15.9% | -15.7% | -9.2% |
| YTD | +32.2% | +8.4% | +23.8% | +25.0% |
| 1Y | +42.8% | +12.5% | +30.3% | +31.5% |
| 3Y | +330.4% | +81.6% | +248.8% | +172.5% |
| All | +330.4% | +81.9% | +248.5% | +172.5% |
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