+265.7%
TSM vs XYZ
-63.1%
+328.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.3% |
| 7D | +6.2% | -1.1% | +7.3% | +6.4% |
| 30D | -7.3% | +11.5% | -18.8% | -10.0% |
| 3M | -7.1% | +1.8% | -8.9% | -8.0% |
| 6M | +0.2% | +21.2% | -21.0% | -5.1% |
| YTD | +32.2% | +29.9% | +2.3% | +21.9% |
| 1Y | +42.8% | +35.8% | +7.0% | +30.0% |
| 3Y | +330.4% | +62.6% | +267.8% | +258.6% |
| All | +265.7% | -63.1% | +328.7% | +277.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling