+36.0%
TSM vs XME
+5.2%
+30.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | -10.0% | -5.5% | -4.5% | -6.9% |
| 30D | -18.5% | -11.1% | -7.4% | -12.8% |
| 3M | -4.9% | -11.1% | +6.3% | +1.2% |
| 6M | -1.0% | -18.0% | +17.0% | +9.9% |
| YTD | +31.3% | -7.4% | +38.6% | +34.7% |
| 1Y | +36.0% | +6.7% | +29.3% | +30.5% |
| All | +36.0% | +5.2% | +30.8% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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