+285.0%
TSM vs XLI
+80.3%
+204.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.9% |
| 7D | +4.8% | -0.6% | +5.4% | +5.4% |
| 30D | +4.0% | -6.9% | +11.0% | +12.7% |
| 3M | +2.0% | -1.9% | +3.9% | +4.5% |
| 6M | +25.5% | +1.0% | +24.5% | +24.7% |
| YTD | +44.0% | +11.3% | +32.7% | +28.9% |
| 1Y | +75.4% | +15.8% | +59.6% | +50.7% |
| 3Y | +406.7% | +69.8% | +336.9% | +195.9% |
| 5Y | +285.0% | +80.9% | +204.1% | +114.3% |
| All | +285.0% | +80.3% | +204.7% | +114.3% |
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