+79.6%
TSM vs XRT
-1.4%
+80.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | 0.0% |
| 6M | +30.2% | +3.7% | +26.5% | +24.6% |
| YTD | +45.2% | +1.0% | +44.2% | +40.8% |
| 1Y | +79.6% | -1.2% | +80.8% | +73.4% |
| All | +79.6% | -1.4% | +80.9% | +73.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling