+296.9%
TSM vs XLP
+43.9%
+252.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -11.1% |
| 7D | -18.2% | +3.5% | -21.7% | -16.9% |
| 30D | -26.8% | +11.6% | -38.3% | -23.3% |
| 3M | -14.5% | +7.6% | -22.1% | -11.5% |
| 6M | -10.0% | +10.0% | -20.0% | -6.0% |
| YTD | +17.1% | +19.7% | -2.6% | +24.6% |
| 1Y | +21.5% | +23.5% | -1.9% | +30.1% |
| All | +296.9% | +43.9% | +252.9% | +299.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling