+1,779.8%
TSM vs XLU
+140.5%
+1,639.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +1.0% | -1.6% | +2.6% | +1.6% |
| 30D | +1.0% | -3.3% | +4.3% | +2.1% |
| 3M | +2.9% | -3.2% | +6.0% | +3.8% |
| 6M | +22.8% | -7.0% | +29.8% | +25.5% |
| YTD | +43.3% | +0.6% | +42.7% | +42.3% |
| 1Y | +69.2% | +2.4% | +66.7% | +67.0% |
| 3Y | +404.5% | +46.3% | +358.3% | +335.8% |
| 5Y | +282.2% | +44.0% | +238.2% | +228.7% |
| All | +1,779.8% | +140.5% | +1,639.3% | +1,246.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling