+1,757.2%
TSM vs XLI
+256.6%
+1,500.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | +2.6% | -2.3% | +4.9% | +4.7% |
| 30D | +1.4% | -8.2% | +9.6% | +9.2% |
| 3M | +5.0% | +0.8% | +4.2% | +4.6% |
| 6M | +24.0% | +0.8% | +23.1% | +23.8% |
| YTD | +41.6% | +10.5% | +31.1% | +31.1% |
| 1Y | +66.2% | +14.1% | +52.0% | +50.0% |
| 3Y | +398.2% | +68.6% | +329.6% | +232.8% |
| 5Y | +277.6% | +80.4% | +197.2% | +139.9% |
| All | +1,757.2% | +256.6% | +1,500.6% | +665.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 10y: compounded portfolio wealth divided by compounded XLI 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…
10y analysis · Full analysis span regression · 6 months rolling