+1,757.2%
TSM vs XYZ
+609.1%
+1,148.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | +2.6% | -5.2% | +7.8% | +4.0% |
| 30D | +1.4% | 0.0% | +1.4% | +1.2% |
| 3M | +5.0% | +18.7% | -13.7% | 0.0% |
| 6M | +24.0% | +20.5% | +3.4% | +17.4% |
| YTD | +41.6% | +21.5% | +20.1% | +32.5% |
| 1Y | +66.2% | +7.2% | +59.0% | +59.8% |
| 3Y | +398.2% | +49.0% | +349.3% | +318.3% |
| 5Y | +277.6% | -68.1% | +345.7% | +326.3% |
| All | +1,757.2% | +609.1% | +1,148.0% | +972.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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