+2,201.5%
TSM vs XYZ
+655.2%
+1,546.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.1% |
| 6M | +0.2% | +21.2% | -21.0% | -5.2% |
| YTD | +32.2% | +29.9% | +2.3% | +21.7% |
| 1Y | +42.8% | +35.8% | +7.0% | +29.7% |
| 3Y | +330.4% | +62.6% | +267.8% | +257.5% |
| 5Y | +263.9% | -62.8% | +326.7% | +289.5% |
| 10Y | +1,580.2% | +612.0% | +968.2% | +950.6% |
| All | +2,201.5% | +655.2% | +1,546.3% | +1,312.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling