+322.0%
TSM vs XRT
+49.6%
+272.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.1% | +7.2% |
| 7D | -7.6% | +0.9% | -8.4% | -8.1% |
| 30D | -20.5% | +7.9% | -28.4% | -24.2% |
| 3M | -10.0% | -0.2% | -9.8% | -10.4% |
| 6M | -10.1% | +5.6% | -15.6% | -13.9% |
| YTD | +24.5% | +5.7% | +18.8% | +18.8% |
| 1Y | +31.2% | +14.6% | +16.6% | +18.9% |
| 3Y | +322.0% | +50.7% | +271.3% | +230.9% |
| All | +322.0% | +49.6% | +272.4% | +230.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling