+1,779.8%
TSM vs XLK
+807.8%
+971.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +1.0% | -0.6% | +1.6% | +1.6% |
| 3M | +2.9% | +2.6% | +0.3% | +1.0% |
| 6M | +22.8% | +34.0% | -11.1% | -6.8% |
| YTD | +43.3% | +30.7% | +12.6% | +11.5% |
| 1Y | +69.2% | +39.2% | +30.0% | +24.5% |
| 3Y | +404.5% | +120.4% | +284.1% | +150.8% |
| 5Y | +282.2% | +148.8% | +133.4% | +70.1% |
| All | +1,779.8% | +807.8% | +971.9% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLK.
Daily Out/Under-Performance
Portfolio return minus XLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLK 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 XLK 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