+277.6%
TSM vs XLF
+62.9%
+214.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +2.6% | -2.9% | +5.5% | +4.9% |
| 30D | +1.4% | -1.6% | +3.0% | +2.5% |
| 3M | +5.0% | +9.3% | -4.3% | -2.5% |
| 6M | +24.0% | +14.6% | +9.4% | +10.9% |
| YTD | +41.6% | +4.7% | +36.8% | +35.7% |
| 1Y | +66.2% | +8.6% | +57.5% | +54.3% |
| 3Y | +398.2% | +73.9% | +324.4% | +208.5% |
| 5Y | +277.6% | +65.0% | +212.6% | +143.8% |
| All | +277.6% | +62.9% | +214.7% | +143.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling