+8,616.3%
TSM vs XME
+175.1%
+8,441.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | +0.1% | -1.0% |
| 7D | +14.8% | +5.3% | +9.5% | +12.2% |
| 30D | -8.9% | -8.2% | -0.7% | -5.1% |
| 3M | -5.3% | -18.4% | +13.1% | +3.8% |
| 6M | +2.6% | -22.8% | +25.4% | +15.1% |
| YTD | +34.5% | -7.9% | +42.4% | +39.0% |
| 1Y | +41.0% | -0.9% | +41.9% | +40.8% |
| 3Y | +333.1% | +96.0% | +237.2% | +219.1% |
| 5Y | +270.1% | +110.3% | +159.8% | +157.7% |
| 10Y | +1,608.7% | +272.8% | +1,335.8% | +764.3% |
| All | +8,616.3% | +175.1% | +8,441.3% | +3,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling