+18,227.8%
TSM vs XLI
+1,121.5%
+17,106.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.4% | +2.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.8% |
| 30D | +3.6% | -5.9% | +9.5% | +10.0% |
| 3M | -3.4% | -0.3% | -3.1% | -2.8% |
| 6M | +20.6% | +0.1% | +20.5% | +21.2% |
| YTD | +41.9% | +13.6% | +28.3% | +26.2% |
| 1Y | +84.4% | +17.2% | +67.2% | +59.4% |
| 3Y | +380.2% | +68.2% | +312.0% | +196.3% |
| 5Y | +275.3% | +80.7% | +194.6% | +115.7% |
| 10Y | +1,751.4% | +253.3% | +1,498.1% | +413.8% |
| All | +18,227.8% | +1,121.5% | +17,106.3% | +1,161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling