+1,641.8%
TSM vs XLP
+137.2%
+1,504.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | +4.4% | -0.5% | +5.0% | +4.7% |
| 30D | -7.0% | +8.3% | -15.3% | -10.8% |
| 3M | -1.8% | +8.7% | -10.5% | -6.2% |
| 6M | +2.7% | +11.2% | -8.5% | -4.0% |
| YTD | +37.1% | +20.0% | +17.1% | +22.4% |
| 1Y | +43.5% | +21.3% | +22.1% | +27.0% |
| 3Y | +341.5% | +43.8% | +297.7% | +238.3% |
| 5Y | +278.9% | +43.3% | +235.5% | +188.7% |
| 10Y | +1,641.8% | +136.8% | +1,505.0% | +835.7% |
| All | +1,641.8% | +137.2% | +1,504.6% | +835.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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