+273.1%
TSM vs XLP
+32.7%
+240.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.9% |
| 30D | +3.6% | -0.9% | +4.5% | +3.7% |
| 3M | -3.4% | +3.8% | -7.2% | -4.7% |
| 6M | +20.6% | -1.7% | +22.4% | +20.8% |
| YTD | +41.9% | +10.3% | +31.6% | +37.5% |
| 1Y | +84.4% | +7.8% | +76.6% | +79.7% |
| 3Y | +380.2% | +27.2% | +353.0% | +321.3% |
| All | +273.1% | +32.7% | +240.4% | +222.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling