+1,643.1%
TSM vs XRT
+136.4%
+1,506.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +6.2% | +1.7% | +4.5% | +5.3% |
| 30D | -7.3% | +7.5% | -14.8% | -10.9% |
| 3M | -7.1% | +2.2% | -9.3% | -8.7% |
| 6M | +0.2% | +14.7% | -14.4% | -7.4% |
| YTD | +32.2% | +7.5% | +24.7% | +26.2% |
| 1Y | +42.8% | +14.1% | +28.7% | +32.0% |
| 3Y | +330.4% | +58.8% | +271.6% | +234.9% |
| 5Y | +263.9% | -3.9% | +267.8% | +251.1% |
| All | +1,643.1% | +136.4% | +1,506.7% | +889.7% |
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