+1,753.6%
TSM vs XRT
+123.1%
+1,630.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.5% | +3.4% |
| 7D | +6.0% | -0.3% | +6.3% | +6.1% |
| 30D | +4.5% | -5.6% | +10.2% | +7.4% |
| 3M | +3.1% | +2.5% | +0.6% | +1.2% |
| 6M | +30.2% | +3.7% | +26.5% | +27.2% |
| YTD | +45.2% | +1.0% | +44.2% | +43.7% |
| 1Y | +79.6% | -1.2% | +80.8% | +79.4% |
| 3Y | +411.0% | +43.4% | +367.6% | +320.1% |
| 5Y | +290.7% | -0.7% | +291.5% | +273.7% |
| 10Y | +1,753.6% | +123.7% | +1,629.9% | +1,008.1% |
| All | +1,753.6% | +123.1% | +1,630.5% | +1,008.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 10y: compounded portfolio wealth divided by compounded XRT 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…
10y analysis · Full analysis span regression · 6 months rolling