+36.0%
TSM vs XLY
+3.2%
+32.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.3% | -6.5% | -5.4% |
| 7D | -10.0% | +6.1% | -16.0% | -14.2% |
| 30D | -18.5% | +10.8% | -29.3% | -25.2% |
| 3M | -4.9% | +3.6% | -8.5% | -7.7% |
| 6M | -1.0% | +4.4% | -5.3% | -4.5% |
| YTD | +31.3% | +3.1% | +28.2% | +26.4% |
| 1Y | +36.0% | +3.6% | +32.4% | +30.4% |
| All | +36.0% | +3.2% | +32.8% | +30.4% |
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