+277.6%
TSM vs XLU
+42.5%
+235.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | +2.6% | -1.2% | +3.8% | +3.0% |
| 30D | +1.4% | -2.5% | +4.0% | +2.1% |
| 3M | +5.0% | -2.7% | +7.7% | +5.6% |
| 6M | +24.0% | -7.5% | +31.4% | +26.3% |
| YTD | +41.6% | +0.9% | +40.6% | +40.5% |
| 1Y | +66.2% | +3.3% | +62.9% | +64.0% |
| 3Y | +398.2% | +47.3% | +350.9% | +348.4% |
| 5Y | +277.6% | +44.4% | +233.2% | +244.7% |
| All | +277.6% | +42.5% | +235.1% | +244.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling