+84.4%
TSM vs XLY
-0.5%
+84.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +4.0% |
| 7D | +2.7% | -2.0% | +4.7% | +4.4% |
| 30D | +3.6% | -3.1% | +6.7% | +6.2% |
| 3M | -3.4% | -1.8% | -1.6% | -2.1% |
| 6M | +20.6% | -0.9% | +21.5% | +20.3% |
| YTD | +41.9% | -3.4% | +45.3% | +44.4% |
| 1Y | +84.4% | -1.5% | +85.9% | +87.3% |
| All | +84.4% | -0.5% | +84.8% | +87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling