+1,410.4%
TSM vs XLP
+126.4%
+1,283.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.3% | +7.6% | +6.9% |
| 7D | -7.6% | +0.7% | -8.3% | -8.0% |
| 30D | -20.5% | +10.3% | -30.7% | -24.5% |
| 3M | -10.0% | +6.5% | -16.5% | -13.3% |
| 6M | -10.1% | +8.4% | -18.4% | -14.9% |
| YTD | +24.5% | +18.2% | +6.3% | +11.8% |
| 1Y | +31.2% | +22.4% | +8.8% | +15.1% |
| 3Y | +322.0% | +41.9% | +280.1% | +224.6% |
| 5Y | +245.3% | +40.9% | +204.4% | +164.7% |
| All | +1,410.4% | +126.4% | +1,283.9% | +718.2% |
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