+18,227.8%
TSM vs XLP
+523.7%
+17,704.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.4% |
| 7D | +2.7% | -1.0% | +3.7% | +3.4% |
| 30D | +3.6% | -0.9% | +4.5% | +4.0% |
| 3M | -3.4% | +3.8% | -7.2% | -7.1% |
| 6M | +20.6% | -1.7% | +22.4% | +20.3% |
| YTD | +41.9% | +10.3% | +31.6% | +30.0% |
| 1Y | +84.4% | +7.8% | +76.6% | +70.7% |
| 3Y | +380.2% | +27.2% | +353.0% | +283.6% |
| 5Y | +275.3% | +32.5% | +242.8% | +187.8% |
| 10Y | +1,751.4% | +101.8% | +1,649.6% | +909.5% |
| All | +18,227.8% | +523.7% | +17,704.2% | +4,445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling