+1,502.2%
TSM vs XRT
+163.3%
+1,338.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +1.7% |
| 7D | -2.5% | +2.5% | -5.0% | -3.8% |
| 30D | -14.3% | +10.3% | -24.6% | -18.7% |
| 3M | -7.2% | +2.4% | -9.6% | -8.9% |
| 6M | -5.1% | +10.0% | -15.1% | -10.4% |
| YTD | +28.9% | +9.5% | +19.3% | +21.9% |
| 1Y | +37.1% | +17.2% | +19.9% | +25.2% |
| 3Y | +341.5% | +62.0% | +279.5% | +240.8% |
| 5Y | +245.7% | -2.1% | +247.8% | +230.4% |
| 10Y | +1,502.2% | +152.6% | +1,349.7% | +814.3% |
| All | +1,502.2% | +163.3% | +1,338.9% | +814.3% |
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