+404.5%
TSM vs XLY
+35.2%
+369.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | +1.0% | -1.7% | +2.7% | +2.6% |
| 30D | +1.0% | -4.2% | +5.1% | +4.7% |
| 3M | +2.9% | -2.7% | +5.6% | +4.9% |
| 6M | +22.8% | -0.6% | +23.5% | +23.1% |
| YTD | +43.3% | -5.0% | +48.3% | +49.6% |
| 1Y | +69.2% | -4.1% | +73.3% | +74.8% |
| 3Y | +404.5% | +33.6% | +370.9% | +281.1% |
| All | +404.5% | +35.2% | +369.3% | +281.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling