+18,227.8%
TSM vs XLK
+1,455.1%
+16,772.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.1% | +2.1% |
| 7D | +2.7% | +0.9% | +1.9% | +1.8% |
| 30D | +3.6% | +0.7% | +2.9% | +2.8% |
| 3M | -3.4% | -2.9% | -0.4% | +0.2% |
| 6M | +20.6% | +34.3% | -13.6% | -11.0% |
| YTD | +41.9% | +30.4% | +11.5% | +8.0% |
| 1Y | +84.4% | +43.4% | +41.0% | +27.5% |
| 3Y | +380.2% | +116.8% | +263.4% | +121.1% |
| 5Y | +275.3% | +144.0% | +131.3% | +50.4% |
| 10Y | +1,751.4% | +778.8% | +972.6% | +78.4% |
| All | +18,227.8% | +1,455.1% | +16,772.7% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling