+245.7%
TSM vs XME
+121.9%
+123.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.5% | -2.0% | +0.5% |
| 7D | -2.5% | +0.9% | -3.5% | -2.8% |
| 30D | -14.3% | -7.3% | -7.0% | -10.4% |
| 3M | -7.2% | -14.8% | +7.5% | +1.1% |
| 6M | -5.1% | -18.4% | +13.3% | +5.4% |
| YTD | +28.9% | -4.7% | +33.6% | +31.1% |
| 1Y | +37.1% | +5.7% | +31.4% | +31.7% |
| 3Y | +341.5% | +104.0% | +237.5% | +199.1% |
| 5Y | +245.7% | +122.4% | +123.3% | +117.8% |
| All | +245.7% | +121.9% | +123.8% | +117.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling