+1,779.8%
TSM vs XLY
+220.9%
+1,558.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | +1.0% | -1.7% | +2.7% | +2.5% |
| 30D | +1.0% | -4.2% | +5.1% | +4.5% |
| 3M | +2.9% | -2.7% | +5.6% | +4.8% |
| 6M | +22.8% | -0.6% | +23.5% | +23.3% |
| YTD | +43.3% | -5.0% | +48.3% | +49.6% |
| 1Y | +69.2% | -4.1% | +73.3% | +74.9% |
| 3Y | +404.5% | +33.6% | +370.9% | +289.7% |
| 5Y | +282.2% | +28.7% | +253.5% | +200.1% |
| All | +1,779.8% | +220.9% | +1,558.9% | +560.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling