+263.4%
TSM vs XLI
+70.0%
+193.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -2.1% | -1.5% | -0.5% | 0.0% |
| 30D | -12.5% | -0.3% | -12.2% | -11.9% |
| 3M | -5.0% | -8.4% | +3.4% | +5.1% |
| 6M | -3.2% | -2.1% | -1.1% | -0.1% |
| YTD | +31.5% | +9.6% | +21.9% | +20.1% |
| 1Y | +35.7% | +10.7% | +25.0% | +22.7% |
| 3Y | +323.5% | +71.6% | +251.9% | +145.5% |
| 5Y | +263.4% | +70.8% | +192.6% | +111.3% |
| All | +263.4% | +70.0% | +193.3% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling