+18,227.8%
TSM vs XLF
+419.1%
+17,808.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.6% | +3.4% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | +0.2% | +3.4% | +3.4% |
| 3M | -3.4% | +11.7% | -15.1% | -10.3% |
| 6M | +20.6% | +13.8% | +6.8% | +10.7% |
| YTD | +41.9% | +7.0% | +34.9% | +35.2% |
| 1Y | +84.4% | +9.1% | +75.2% | +73.2% |
| 3Y | +380.2% | +75.6% | +304.6% | +232.8% |
| 5Y | +275.3% | +66.4% | +208.9% | +169.4% |
| 10Y | +1,751.4% | +250.3% | +1,501.1% | +693.8% |
| All | +18,227.8% | +419.1% | +17,808.7% | +4,762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling