+41.0%
TSM vs XLP
+20.7%
+20.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -2.2% |
| 7D | +14.8% | -0.2% | +15.0% | +14.7% |
| 30D | -8.9% | +8.2% | -17.1% | -3.2% |
| 3M | -5.3% | +7.7% | -13.0% | +0.6% |
| 6M | +2.6% | +9.3% | -6.7% | +10.5% |
| YTD | +34.5% | +19.5% | +15.0% | +54.2% |
| 1Y | +41.0% | +21.0% | +20.0% | +62.9% |
| All | +41.0% | +20.7% | +20.3% | +62.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling