+69.2%
TSM vs XLK
+38.8%
+30.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | -0.3% |
| 7D | +1.0% | +0.2% | +0.8% | +0.8% |
| 30D | +1.0% | -0.6% | +1.6% | +1.7% |
| 3M | +2.9% | +2.6% | +0.3% | +0.4% |
| 6M | +22.8% | +34.0% | -11.1% | -14.3% |
| YTD | +43.3% | +30.7% | +12.6% | +3.2% |
| 1Y | +69.2% | +39.2% | +30.0% | +12.5% |
| All | +69.2% | +38.8% | +30.4% | +12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling