+407.0%
TSM vs XLU
+48.9%
+358.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.5% |
| 7D | +4.8% | +0.6% | +4.1% | +4.6% |
| 30D | +4.0% | -0.4% | +4.5% | +4.1% |
| 3M | +2.0% | -1.7% | +3.7% | +2.2% |
| 6M | +25.5% | -7.1% | +32.6% | +27.7% |
| YTD | +44.0% | +1.9% | +42.1% | +42.4% |
| 1Y | +75.4% | +6.1% | +69.3% | +72.1% |
| All | +407.0% | +48.9% | +358.0% | +376.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling