+18,190.2%
TSM vs XLY
+1,103.4%
+17,086.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.3% |
| 7D | +2.6% | -3.9% | +6.5% | +6.3% |
| 30D | +1.4% | -6.1% | +7.5% | +7.1% |
| 3M | +5.0% | -1.2% | +6.1% | +5.5% |
| 6M | +24.0% | -1.8% | +25.7% | +25.7% |
| YTD | +41.6% | -5.9% | +47.4% | +49.3% |
| 1Y | +66.2% | -3.1% | +69.3% | +70.3% |
| 3Y | +398.2% | +36.0% | +362.2% | +272.9% |
| 5Y | +277.6% | +27.6% | +250.0% | +192.1% |
| 10Y | +1,783.1% | +216.8% | +1,566.3% | +516.9% |
| All | +18,190.2% | +1,103.4% | +17,086.8% | +1,520.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling