+15,028.9%
TSM vs XLP
+577.3%
+14,451.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.8% | -10.0% | -10.3% |
| 7D | -18.2% | +3.5% | -21.7% | -20.3% |
| 30D | -26.8% | +11.6% | -38.3% | -32.5% |
| 3M | -14.5% | +7.6% | -22.1% | -19.5% |
| 6M | -10.0% | +10.0% | -20.0% | -17.6% |
| YTD | +17.1% | +19.7% | -2.6% | +0.6% |
| 1Y | +21.5% | +23.5% | -1.9% | +1.9% |
| 3Y | +300.4% | +44.0% | +256.4% | +190.8% |
| 5Y | +224.7% | +42.7% | +182.0% | +135.2% |
| 10Y | +1,372.7% | +131.3% | +1,241.3% | +621.3% |
| All | +15,028.9% | +577.3% | +14,451.6% | +3,419.1% |
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