+411.0%
TSM vs XLI
+71.5%
+339.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.8% | +3.0% |
| 7D | +6.0% | +1.0% | +5.1% | +4.7% |
| 30D | +4.5% | -5.8% | +10.3% | +12.7% |
| 3M | +3.1% | +0.7% | +2.4% | +2.5% |
| 6M | +30.2% | +3.2% | +27.0% | +25.7% |
| YTD | +45.2% | +13.0% | +32.2% | +25.2% |
| 1Y | +79.6% | +16.8% | +62.8% | +48.8% |
| 3Y | +411.0% | +72.4% | +338.6% | +159.9% |
| All | +411.0% | +71.5% | +339.5% | +159.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling