+16,983.9%
TSM vs XLF
+426.2%
+16,557.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -2.2% |
| 7D | +6.2% | +2.7% | +3.5% | +4.5% |
| 30D | -7.3% | +7.6% | -14.9% | -11.6% |
| 3M | -7.1% | +1.1% | -8.2% | -8.0% |
| 6M | +0.2% | +15.9% | -15.7% | -9.3% |
| YTD | +32.2% | +8.4% | +23.8% | +24.7% |
| 1Y | +42.8% | +12.5% | +30.3% | +31.5% |
| 3Y | +330.4% | +81.6% | +248.8% | +191.4% |
| 5Y | +263.9% | +59.3% | +204.7% | +168.2% |
| 10Y | +1,580.2% | +225.4% | +1,354.7% | +655.2% |
| All | +16,983.9% | +426.2% | +16,557.7% | +4,385.8% |
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 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