+411.0%
TSM vs XYZ
+43.0%
+367.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.2% | +5.6% | +3.1% |
| 7D | +6.0% | +2.9% | +3.2% | +5.2% |
| 30D | +4.5% | +1.4% | +3.1% | +3.9% |
| 3M | +3.1% | +14.6% | -11.5% | -0.9% |
| 6M | +30.2% | +20.8% | +9.4% | +23.2% |
| YTD | +45.2% | +23.1% | +22.1% | +35.9% |
| 1Y | +79.6% | +5.6% | +73.9% | +74.1% |
| 3Y | +411.0% | +50.9% | +360.1% | +329.4% |
| All | +411.0% | +43.0% | +367.9% | +329.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling